Thread: Missing bars / missing data from data feed

Hi,

please check your data servers, historical feed system. All week I have been missing data, spurious data and bars. Usually always the last hour. Live data (i.e. tick by tick) is there, but several gaps in the data from the last bars.

I am sure this is server issue at your side.

I have this problem using 2 different computers and 2 locations, and I only had one chart open.

Somehow the data is not getting updated into your historical data server quick enough, and when we get it it comes with gaps/holes.

It makes automated trading impossible to do reliably / robustly.

Regards, Robocod.

EDIT: live data also seems to have some gaps too. My charts are a mess at the moment. For example I had good bars up to 8:30 this morning, then nothing until 9:30, during which I missed a 40 pip move on GBP/USD. Then live tick data also seems to miss some data (current bar seems to open in middle of knowhere).

Hi Robocod,

my Windows 7 based development computer has the same issues, and also still the quote feed problem at 17:00 EST in the quote window loosing inputs.

My Windows Server 2008 R2 based trading systems still run perfectly, absolutely stable.

The issues with the Windows 7 platforms are known for some time in the forum, and still appear mysterious to me, especially since my servers have been running for 4 months without any issue at all.

Cheers,
Martin

P.S. Glad to see your updates on your website, means you are continue to work with ST like I do...would hate to change to MT4.

I'm using XP computer and get the same issues of missing data. In particular it seems that when I load a chart the last hour has missing bars / data in it.

It seems that the data is not being updated properly / quickly enough to the server. Please investigate this. It is killing the platform.

Screenshot attached.



NOTE: It seems to have problems with the last hour or so of data. It seems to me like live tick data is not getting into the historical data server properly. If I wait an hour an Reload the data usually gets there. But this is not live trading - I can't trade with 1 hour delay in data feed, and manually reload the chart.

I know you guys have put ST down to low support level, but this is critical issue in my opinion. I am looking for other brokers because it is not acceptable.

NOTE: This seems to be recent thing. I would look at your servers, any recent changes / upgrades that you did, as it seems you might have broken something.

Hi robocod,

Thanks for reporting the issue. We are investigating the issue. Will keep you posted.

Regards,
jpschan

Originally Posted by jpschan

Hi robocod,

Thanks for reporting the issue. We are investigating the issue. Will keep you posted.

Regards,
jpschan

Thanks.

More information from my side: I have now tried it with a 3rd PC, and get the same problem.

In summary, I tried 2 PCs running Windows XP, and 1 PC with Windows 7, from 2 different locations (different Internet Service Providers).

I checked ping rate and broadband speed, and the results were good (especially at my home).

The fact that I get the same issue with different hardware, different operating systems, different internet service providers, etc. really looks like it is something outside my environment.

Another screenshot of the problem. The missing bars and gaps in live data are only too evident.

I am sad to report that also my Windows Server based server computers showed the same problem for the first time.
One of my strategies opened a short position on EURUSD, and at the next tick, the live price feed got lost (visible in the quote window), which meant the strategy had no time to place stop and limits, i.e. a free flying position!!!
I was lucky to catch this situation and protect the position via TradeStation.
Since then, I cannot get the charts to correctly update the history of bars since today's market open!

Needless to say, it is IMPERATIVE to get this fixed, for all Windows based systems, even for a low-key platform (which I still find a very unfortunate decision from FXCM).

Regards,
Martin

EURUSD charts still show a gap between May 04 17:00 EST (i.e. the last bar of last week) and May 06, 23:00 EST (i.e. the first bar showing up has a closing time of 23:00 EST).

This means there are 5 bars missing in 60 minutes chart.

Deleting the data cache in Quote Manager and reloading does not help!

Apparently, a lot of user of LIVE strategies do have the same problem and cannot continue. Please put this up in your priority to get it fixed.

Regards,
Martin

Getting worse and worse, my servers also get the often before reported problem that the price feed gets lost at 17:00 EST, also for the first time.

This makes the platform unusable!

What is going on?

Martin

Still the same situation and still no answer from anyone at FXCM!?!

I am not having the same problems as you. What I would be looking at to solve the problems follow. After each step that caused changes, I would restart windows and check to see if the problem is eliminated.
Check the data sever collection / chart view days and times.
Check to see if the data you think is missing shows it is in the data server.
Delete the data and clear the cache.
Create a new workspace and new chart to see if it eliminates the problem.
Delete all symbols restart..add symbols and recheck chart.
Re-install software doing as a repair.
Uninstall completely and re-install.

Thanks BIG1RED9,

the data is missing from my database visible in QuoteManager. So I will need to do a re-install of ST, I already tried the deletion of data & cache.
What is missing is 5 hours of data always on Sunday market re-open.
Will see if a re-install helps.

Regards,
Martin

Does not work with a complete re-install, starting from April 29 always 5 hours of EURUSD of Sunday Market Open is missing.

Any other ideas?

Thanks,
Martin

So we are on the same page... using EST on EURUSD.. what hours do you show the last data on Friday and the first trade on Sunday. I show a 17:01 ending on Friday and a 19:59 start for this past Sunday. 19:59 on Sunday the 6th, 19:59 on Sunday April 29th, and 17:01 on Sunday the 22nd. Did not catch the differences initially because I only compared start times for the past 2 Sundays and don't trade that day.

Sunday 22 opens at 17:01 (as it is supposed to be). All following Sundays starting from April 29 start at 23:00 EST, so it is actually 6 hours of data missing. You appear to have less data missing, but still...missing data is missing data.
Of course, some strats may not need this data, but I already have problems due to this.

Maybe you have a different price server, although my machines in Germany show the same gap as my laptop (being currently in Hong Kong).

Cheers,
Martin

Hi,

I am happy to report that at least the infamous loss of live price feed in the Quote Window at 17:00 EST has been fixed by installing the latest patch of Order2Go. My servers have run now for 3 days without showing this issue anymore. I have NOT tested it on my Windows 7 laptop, just the Windows Server 2008 platforms run fine.

Hope that FXCM will also fix the price gap of last Sunday market re-opens soon as to allow me to continue my LIVE trading.

As many users of the forum have been frustrated with this issue I will take the freedom to announce this in a separate thread also.

Cheers,
Martin

P.S.:

Here is the background info from FXCM programming services:
Please click here to download the latest version of O2G API here: http://www.fxcorporate.com/Order2Go/FXOrder2Go.EXE

There are no scheduled future builds of the O2G API.