OptionsXpress: Dollar Index Strangeness

[rnald]

The OptionsXpress feed for Dollar Index Futures (current front month is DXM10) is being received and displayed accurately in the Indices Panel, changing momentarily each time the current value changes, but returning to a fixed value from the end of the previous day's trading session.

22 hours of data come in, but only the last 2 hours get plotted on the chart.  This is with "Show Pre/After Market" set to "Always" and with "Current Timeframe" set to 24/7.

The price arrives and then it's ignored.

All data points for other futures contracts like YMM10 and TYM10 are displayed as they should be.

The only obvious difference with DXM10 is that it has a rollover point of 1 AM, and there doesn't seem to be any way of deleting Saturday without having Sunday disappear once the rollover point is set for a newly defined timeframe.

But no matter what you do, QT just ignores the data which is obviously being received.

Anyone else using QT with OptionsXpress?  Are you seeing this?

[ydfah]

First off, that is a futures contract and should be in the portfolio, not the index panel. It will not get volume if its in the index panel.
 
On OPTIONS/Data Sources menu, QUOTES tab, is the Active time set to DEFAULT? 
 
Click on the yellow clock button on the chart toolbar. What timeframe is selected? If you have a custom one selected, then that is most likely the cause of the problem.

[rnald]

Ydfah, thank you for the prompt reply.  I'm collecting more information.

In the meantime, here's a question:  Don't timeframe and pre/after market settings just control which data points are displayed in a chart and not what is stored in memory?

In other words, timeframe settings aren't going to cause some of the data points received to be discarded by QT, right?  They aren't just going to be lost are they?

Shouldn't it be possible to make them re-appear by choosing the "24/7" Timeframe and the "Show Always" View selection?

[ydfah]

Timeframes, correct, though there are some site specific exceptions, like IB. The Active Time setting however could cause the data for non-active time to be not saved, so that setting would be quite important.

[rnald]

Ok.  Problem solved - out of order data - except for the more BASIC PROBLEM.

(First, in response to your portfolio v. index panel comment: I have no choice but to put DJIA, DXU10 and a number of other things from OX on the index panel because my Forex feed, which comes from another broker, has to go on the portfolio list.  Or, is there a way to put Forex pairs in the index panel without creating new problems?)

On a regular basis, OX (OptionsXpress) drops a data point into their feed which is out of order.  The first data point they send out for the contract day carries a time approximately 20 hours in the future.  Immediately following that, they begin sending data with the normal (if crazy!) time sequence.  For example on the 23rd of June, they send the last data point labeled circa 2100 on the 22nd (which is in reality 1700 EST on the 23rd).  Then (around 3 hours later at what is actually 2000 EST on the 23rd) they send out their first data point for the next day and almost always label it somewhere around 2000 on the next day of their time frame, in this case the 23rd.

There's a problem: that's 20 hours in the future in their time frame!

Then, they start sending data points for the next day, but labeled with the CURRENT time in their frame.  So, QuoteTracker sees the first point with the circa 2000 hours time assignment, and when it sees the following data points go: 0001 on the 23rd, 0003 on the 23rd, and so on, it gets completely buffaloed because they're out of order.

So, QT sits there doing nothing for the next 20 hours, then plots a few points when the data point times are finally in the right order (post 2000 hours), and then the day's data is over.  The same thing happens the next day - except on rare occasions when they forget to drop one of these little turds into their stream.  So, you get a chart with about an hour of data per day.  This also explains mysterious stoppages in assets other than the Dollar Index contract from OX.

Now, I know you're going to ask me if I called OX.  When they hear QuoteTracker or Medved, the story is: QT doesn't work with OX and they will even refuse to transfer you to tech support.  Also in the past couple years their tech people have made vague references to program bugs and un-cooperativeness on the part of the Medveds, which I've put little stock in because what they had to say really didn't make any sense.

It's not something I'd like to get in middle of...


As for the more BASIC problem, index feeds not plotted on machine time or a selected time:

   1. One of the very nice features of QuoteTracker is the smooth synchronized
     cursor action that cannot be duplicated in MT4 with scripts because the
     speed is so slow that cursor motion is very jerky.  With QT, it is possible
     to quickly survey a large number of tiled asset charts for the presence of
     correlations.  BUT, you can only do that if all charts are in the same time
     frame.

     I don't know why machine time is not the default for indexes (or anything
     else) since traders think in terms of specials times of day, get current news
     with GMT or EST datelines and usually set their machine times in agreement.
     What trader would deliberately confuse themselves by setting up charts with
     multiple time bases when everything that affects global markets is
     global and tracks global news outlets (mostly GMT and EST)?

     If you're only trading 2 assets, say MSFT and DASTY (Paris Bourse), want
     separate timeframes, and pay absolutely no attention to news or data, you
     probably don't need QuoteTracker.

     Delayed data is a possible exception to the machine time assignment, but
     what kind of serious trader uses delayed data?

   2.  Backfills from DTN only work if the asset to fill is on machine time (EST
     in my case).  Very frustrating.

   3.  I'm sure you guys would have no trouble programming around this problem,
     but if the data were accepted on machine time, any wacky time assignment
     attached to a data point wouldn't matter.


In the interim, I wrote a simple script to automatically delete the first data point of the day, and I am now getting a full (DXU10 the current front month) chart every day.  But the crosshair doesn't work.


Again, this synchronized crosshair thing is a real QuoteTracker strong point.  But it only works if all timeframes are the same.

[ydfah]

FYI, TDAmeritrade didn't renew the Medved's contract, so support is kind of up in the air at this point.