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OnMarketData with IB feed vol and range charts

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    OnMarketData with IB feed vol and range charts

    Is anyone else having problems with OnMarketData when running in a volume or range chart with IB feed?

    I have a user running my strategy on IB feed and it works perfectly in all her charts except vol and range. The only diff is she is on IB feen and the rest of us are on Zenfire.

    Tick charts on IB are also a problem.

    She has re-installed NT several times and is running the .4 version as are the rest of us.

    Thanks.
    Last edited by ATI user; 06-25-2008, 11:24 AM.

    #2
    Hint: IB realtime data is snapshot data (every 0.7 secs) and is not comparable with a unfiltered feed like Zen.

    Comment


      #3
      thanks Dierk

      I knew IB throttled their data...I assume to save bandwith, however, will this cause OnMarketData to not work...i.e.cause an exception in NT....or just give lesser results on the restricted data?

      She is getting exceptions when running IB tick, vol and range charts...minute charts work fine.

      Comment


        #4
        >> or just give lesser results on the restricted data
        correct

        I suggest adding try/catch blocks to your code (see MS docs for details) to isolate the erroneous code lines.

        Comment


          #5
          right...tried to learn how to use try/catch blocks before...unsuccessfully

          can you post a sample?

          also, since this problem only triggers exceptions on her machine, how can I debug...she is not advanced re NT or computers.

          I do not get any exception on my computer.

          Comment


            #6
            Unfortunately this is beyond what we can provide support for, however here is a code snippet:
            Code:
            try
            {
               // your code segment which potentially throws an exception
               ....
               // exception could be simulated by
               throw new ArgumentException("just a fake exception");
            }
            catch (Exception exp)   // trap exception
            {
                Print ("Something went wrong : " + exp.Message);
                throw exp;  // rethrow exception to make NT shut down the strategy
            }

            Comment


              #7
              thanks Dierk

              I will give it a try

              Comment

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