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BarChart data on the YM


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BarChart data on the YM

  #1 (permalink)
 
stephenszpak's Avatar
 stephenszpak 
Massachusetts (USA)
 
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Trading: YM
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Hi

I've recorded data from BarChart for the past few days on the YM
to use in Market Replay in NT. I was wondering if anyone has seen
any SERIOUS problems with BarChart data in general. Especially the high
and low of the day. Enclosed are 2 charts. One of the 10th and another
of the 11th of December (30 minute bars).

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  #2 (permalink)
 
stephenszpak's Avatar
 stephenszpak 
Massachusetts (USA)
 
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I believe this is the Dec. 11th's chart (from FutureSource). It has a
high much higher than from BarChart. Maybe all this is an error on my part?
Maybe someone has a chart of the YM for the 11th I can compare it to?

-Stephen

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  #3 (permalink)
 
DavidHP's Avatar
 DavidHP 
Isla Mujeres, MX
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stephenszpak View Post
Hi

I've recorded data from BarChart for the past few days on the YM
to use in Market Replay in NT. I was wondering if anyone has seen
any SERIOUS problems with BarChart data in general. Especially the high
and low of the day. Enclosed are 2 charts. One of the 10th and another
of the 11th of December (30 minute bars).


FWIW.
Here is a chart from the replay data I have on an Interactive Brokers data feed.

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ID:	5501  
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  #4 (permalink)
 
stephenszpak's Avatar
 stephenszpak 
Massachusetts (USA)
 
Experience: None
Platform: NinjaTrader
Trading: YM
Posts: 750 since Jun 2009
Thanks Given: 144
Thanks Received: 356

DavidHP

Thanks. It's worth a bunch. Your data and mine are essentially the same.
This presents it's own problems, but at least I'm more confident about the data.




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  #5 (permalink)
Andrew
sea side
 
Posts: 217 since Dec 2009
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so BarChart is "bad" thing ?
really appreciate further info about that as considered Barchart, but yet not tested as additional datafeed and tool for historical studies.

Krgds,
Andrew

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  #6 (permalink)
 
stephenszpak's Avatar
 stephenszpak 
Massachusetts (USA)
 
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Andrew

This is the e-mail I got from BarChart. The problem could
very well be that I don't have high speed cable.
I don't plan on spending more at Verizon to get a faster
speed at this point, therefore I still don't know for sure
what the problem really is.


See if you can open up the band width of the DSL service. Verizion has a pretty stringent filtering system that could be bouging down your feed.

Michael

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  #7 (permalink)
 
Big Mike's Avatar
 Big Mike 
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Post the results from speedtest.net and pingtest.net, you can tell a lot from this.

Mike

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  #8 (permalink)
 
stephenszpak's Avatar
 stephenszpak 
Massachusetts (USA)
 
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Trading: YM
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Hi Mike

(See attachments)

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  #9 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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stephenszpak View Post
Hi Mike

(See attachments)

The pingtest.net is probably most important and you didn't attach

From the rest, the bandwidth/ping/internet connection does not seem to be too terrible.

Running out of virtual memory on the other hand is bad. Still, this thread is getting very, very far off topic...

You should create a new thread if you want to continue troubleshooting this.

Mike

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  #10 (permalink)
 
stephenszpak's Avatar
 stephenszpak 
Massachusetts (USA)
 
Experience: None
Platform: NinjaTrader
Trading: YM
Posts: 750 since Jun 2009
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Ok I'm done at this thread. I posted the results you asked for.
Last attachment here. No problems with ping. Apparently no
problems regarding my Verizon DSL.

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