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»Forums Index »Product Support »DTN.IQ Client Software Support »Major problem with Time & Sales windows changing timeframes at market open.
Author Topic: Major problem with Time & Sales windows changing timeframes at market open. (23 messages, Page 1 of 1)

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 3, 2013 09:32 AM          Msg. 1 of 23
Hi - I recently upgraded to the current levels of DTNIQ/IQFeed. Got it running ok(I thought), but have just figured out what's going on with something odd I've noticed recently. Couldn't put my finger on it till now.

* I leave DTNIQ open overnight during the week, as it takes a while to get everything going and setup from scratch if I restart daily. Plus, I'd have to get up even earlier before the start of trading.

* In the past, no big deal, as everything is as-is from previous trading day. Until now...

* My T&S windows are all Tick and 1 Minute data types. So, maybe 'AAPL' tick window, 'AAPL' minute window, 'AAPL' 565c tick window, 'AAPL' 565c minute window, etc.

Now the problem(s):

* Next day, all looks normal. Same windows, same historical day from yesterday, etc.

* Market starts up and T&S windows start recording trades.

* Tick windows work fine.

* Minute windows, not good. Some(maybe all; not sure yet) -show- minute timeframe in the selection window, but now start recording TICK TRADES. Yesterday still there in minute format, but new trades going forward are tick, not minute rollup.


This won't work for me; unacceptable.

So, could someone test this out and see what you all get? Leave some T&S windows open overnight and check tomorrow sort of thing.

If a common problem, I guess I'll have to back out and return to the old/ancient version I was running.

This is why I don't often upgrade; too many issues.

Now, if the problem is on my end, might it be the Windows Registry or some other setting(s) ??

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Dec 3, 2013 10:33 AM          Msg. 2 of 23
AMA
I will setup my system with a varied amount of Time & Sales windows focusing on the 1 minute windows to see if we can duplicate this in house.

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 3, 2013 04:28 PM          Msg. 3 of 23
Btw, I did a quick check after the market closed and it appears -some-, but not -all- of the minute windows had this problem. I have no idea why this might be, but I'll pay extra attention to this situation tomorrow when the market opens and just before.

Thanks for the help, Loren...

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 4, 2013 08:39 AM          Msg. 4 of 23
^ I was incorrect in my above post...just checked now, as the market opened, and ALL of my 1 minute T&S windows are recording tick data, not minute data. Yesterday's data is still correct(minute data), but anything new coming in is all tick stuff.


Hmmm, what do you see on YOUR END ??????

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 4, 2013 08:40 AM          Msg. 5 of 23
And, for to mention in above post, the individual T&S windows still show the correct stock/option symbols and the data selection type is still showing minute data...so, something is obviously getting reset overnight or screwed up somehow.

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 4, 2013 08:41 AM          Msg. 6 of 23
Damnit, you all need an edit button...'And, forgot mention'...

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 4, 2013 09:09 AM          Msg. 7 of 23
I had to restart all of my T&S minute windows to get a reset. Didn't have to restart DTNIQ/IQFeed, just rerun my automated routines the create, resize and position all of my T&S windows. As it now, I create a bunch of tick and 1 minute T&S windows and position them on my monitor. Takes 10-15 minutes to do this.

So, sumpin' needs to be fixed, as I can't do this during the trading day.

I don't(yet) know if I could do this process in the premarket time period on a current day and have it work correctly going forward. I may try this tomorrow.

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Dec 4, 2013 09:09 AM          Msg. 8 of 23
AMA

Thanks for your input. The developers have identified the issue and are working on resolving it.
If you need any assistance let me know.

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 5, 2013 09:30 AM          Msg. 9 of 23
I was able to reset things correctly by rerunning my T&S startup routines today, shortly before market open(didn't dip DTNIQ/IQFeed, just ran the T&S stuff). But, that's not gonna work long term, so I'm looking at backing out to my previous level of 2.7.0.3.


I'd expect your developers to get a fix for this soon, but when will it trickle out to the next release and when is that next release scheduled to be unleashed on the public?

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Dec 5, 2013 10:11 AM          Msg. 10 of 23
AMA

We are currently talking to the Developers to see what it will take to correct this issue. I will keep you updated with new information as I hear it.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1732
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 5, 2013 10:16 AM          Msg. 11 of 23
We are working on correcting this and will have a bug fix release shortly. Obviously, it will take a few days of testing overnight to ensure the fixes resolve the issue. Hopefully we will have something for you late next week.

Jay Froscheiser
Vice President, Active Trader Products

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 5, 2013 05:18 PM          Msg. 12 of 23
Loren/Jay - thx for the update. Because of another issue I have with Time & Sales windows, I'm probably going to have to go back to the earlier version of DTNIQ/IQFeed. I talked w/support about this several days ago(Loren I think, but I'm not 100% sure), and we figured a fix for this would not be in the forthcoming release, as it probably only affects me(out of all your customers) and therefore is not likely to be high enough priority to get fixed anytime soon. I was planning on outlining this in the wishlist section this weekend, when I have some spare time.

As-is, the current release is just too much of a hassle and show-stopper for me to mess with during the trading sessions. And, the reason I upgraded was to see about a fix for a chart problem I've had and it turns out Curtis figured out it was a Windows Registry problem(way to go Curtis). Since then, I've determined that the DTNiQ chart function I had in mind wouldn't meet my needs, so I don't absolutely have to be on a current DTNIQ level.

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 7, 2013 11:19 AM          Msg. 13 of 23
Jay, I've decided to try staying with the current release, after all, so please let me know when you have a fix next week, so I can implement it. I'm going to see what I can do to alleviate the other issue I mentioned above that I'll post something about in the wishlist section later.

In the meantime, I wrote some automation to get around this tick/minute/refresh problem somewhat(for now).

Thx

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 9, 2013 10:07 AM          Msg. 14 of 23
Well, I discovered that this T&S tick/minute bug evidently resets at market open, which means any attempts on my part to refresh the data prior to market open are ignored and get wiped out. I refreshed all of my T&S minute windows after midnite eastern time and it still crapped out at market open. I run my pc on eastern time to synch with the NYSE, too.

So, I'm stuck in limbo land - I have a problem with T&S Title Bars that I didn't have time to outline in the wishlist section and I have this tick/minute refresh problem right now. Don't really wanna go back to a prior DTNIQ/IQFeed release, but can't live with things the way they are.

Jay, are you sure there'll be something this week I can download that'll fix this tick/minute bug? If so, I'll wait it out; if not, I'll just go back to 2.7.0.3

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 9, 2013 10:09 AM          Msg. 15 of 23
I may try my automated refresh routine a few minutes before market open tomorrow, just to be sure on the reset time, but I was up late last night and cranked everything up then, to no avail.

DTN_Tim Walter
-DTN Guru-
Posts: 1029
Joined: Apr 25, 2006


Posted: Dec 9, 2013 01:22 PM          Msg. 16 of 23
AMA, the nature of the bug means that this can occur on any time and sales window that was opened at a time when the last trade was from the preceeding day. So unless there is pre-market activity on the symbols you are viewing, refreshing right before the open will not help. The time and sales window will still need refreshed after the first trade of the day.

I believe you have a copy of the older version? Given how quickly the reinstall is, and given that we are still testing a fix, I would say do the downgrade so you have what you need for now, when we release the fixed version, then upgrade back. I would think taking the time to do these two installs will be less time than what you spend each morning messing with it.

There is really not a way I can guarantee the release being this week, given the testing required of a production release, but we will release it as soon as we can and if can give you a product we are confident will resolve your issue this week, we certainly will.

Tim

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 9, 2013 04:32 PM          Msg. 17 of 23
Ok, Tim, I'll see about backing out the upgrade, when I have a chance. In the meantime, I'm posting some stuff in the wishlist section in regards to some issues I had with the migration, in regards to changes in the titles for T&S windows. Please take a look and consider changing the code a bit to accommodate what I used to be able to do.

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 9, 2013 04:47 PM          Msg. 18 of 23
Oh, one other thing - I'm aware that backing out an upgrade wouldn't take that much time.
I've been using DTNIQ for at least 15 years and have been through release changes many times.
However, it'll take me at least an hour or two to sort out my code again, and even more importantly, re-installing 2.7.0.3 does not get me back to the same Windows setup I previously had. DTNIQ used the Windows Registry and my past experience with mixing DTNIQ and the Registry has not been too good. Enough so that I would rather not go back and forth several times to 'get it right'.

So, even though refreshing the T&S minute windows is a real pain, I thought I might grind it out this week and see where things stand, going into the weekend.

DTN_Tim Walter
-DTN Guru-
Posts: 1029
Joined: Apr 25, 2006


Posted: Dec 9, 2013 04:57 PM          Msg. 19 of 23
While I cannot make the decisions myself, I will most certainly, be sure that the people who can are aware of these requests. They can then be considered for the patch release or for in a future version that will have a more complete QA cycle. We don't want to change too much to keep the amount of pieces we may touch at a minimum given the speed that we hope to deploy this with.

Thanks,

Tim

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 9, 2013 05:25 PM          Msg. 20 of 23
Yup; got it. I worked 25+ years in 'puter tech support in some extremely large computer complexes, and even though I wasn't an Application Programmer, I do know how all of this works and fits together. And I also know that going into the holidays is not a great time for this to hit, but the timing just worked out that way.

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 17, 2013 09:11 AM          Msg. 21 of 23
Ok - status time:

* After getting the beta code from Curtis, I tested it over the weekend and Mon/Tue at/after market open and it all works great(!)

* My faith in the DTNIQ Development folks is now restored and I'm on my way.

* Minute/Tick windows work just fine and the T&S Title Bar issue mentioned in the Wishlist section is fixed, too. Actually works better now than in the old 2.7.0.3 release I was using earlier.

So, life is good...

You all can take off for the Holidays now

AMA
-DTN Evangelist-
Posts: 179
Joined: Aug 1, 2007


Posted: Dec 17, 2013 09:13 AM          Msg. 22 of 23
Oops, got my DTNIQ people mixed up - LOREN is the person who sent me the beta code...hope neither of you is insulted by my mixup

DTN_Justin
-Interested User-
Posts: 8
Joined: Jul 22, 2013


Posted: Dec 17, 2013 03:38 PM          Msg. 23 of 23
AMA,
We appreciate your input and business!
 

 

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