Still no movement on the 1sec data ….

What you said makes perfect sense there Peter. Many years ago when I was younger (ha), we’d trade very tiny margins (1/4 etc) for full size Ft100, talking $AUD300 with per side at $15 but the L2 and access fees were quite big (levied by the exchange, pre-ice). This was through a prop outfit in AUS that was rolled over a few times before Corzine got his hands on it as it was known back then MFGlobal. Was mid 90’s from memory (the lowest margins) and the Indexes were quite hot then too comparatively. Back then you’d have a pager on a PC, big tech, lol, you wanted charts, you drew them up of pushed them though prop.software.ugly. But the world was a kinder place then too, maybe.

TBH with a full-sized firm, futures desk etc, access in AUS was never a problem (mid 90’s) but regulations and the advent of CFD being available to the gen.pop means that it’s all changed and govt and regulators ‘intervene’.

I mean since when did access become so hard and convoluted for us, AUD acc. sizes of 10k and AUD300 day trade margins mid 90’s for a 10pound tick was very good value for a service that went L2 @ ~140/mth for ALL EU futures and APAC, if you wanted NA it went ~AUD200. So while PRT’s offering are still inline with that and the value is there, the local service desks are closing down (in AUS) and you’re stuck with IBKR etc with a few hoops to jump through depending where you live and whether you could even Day Trade at one point. Early days MM were seen as a kiss of death, now they are the BIG companies.

So yes, trading blocks could exist further more so but that was what MIFID  and v2 was about, est. the framework to interop and it works well when you have big accounts, no dramas, go with a big commodities desk and off you go but you’ll want north of AUD2.5mill to go wholesale in a family office. Can of worms but I can see further challenges down the road.

I’m not unpleased with what’s on offer for me with PRT as a part-timer, I know very little about tech but because it was so fluid here in AUS a long while back to the extent I could call my broker on a Sunday while he was having a BBQ with family and while I still have that contact the worlds a very different place now, staff turn over is big and we’re being over regulated in an effort to save us from ourselves apparently.

TBQH some of what you say has a net neutrality ‘feel’ to it, aka, depending on who you are with, based on domicile will depend on access – more trade blocs here we come, assuming I live long enough lol. So yeah agree.

I never accessed PRT with an API so not sure what was done then (2019).

I’m sure I’ve missed the point somewhere in there but I think we’re on the same page ….  🙂

They we just fun times, everyone has there own story.

Yes, PRT is doable but if you want more than a few days 1s data (maybe as of late, not sure) it’s lacking for IG customers and the standalone PRT doesn’t have APAC I think. Realistically speaking if I get any more serious about it (and can’t live with ~7days of 1sec) I have an old licence of MarketAnalyst that supported IQFeed and Bloomberg-term underneath, they now roll with monthly access fees I think plus the exchange cost, so while you own the license there’s a fee for real time data feed ‘enabling ‘ aside exchange royalties. (EOD is free).

It’s not the end of the world but I’m sure there was more than a few days 1sec data for IG customers a little while back. V12 has introduced some oddities and I haven’t done a complete uninstall of the client to test but a long while back when I looked at it, when 1s did play up, it’d build the ‘window’ and you’d see data add in but that was v10-early v11 I think. V11 worked and it could be all the massaging underneath that’s rolled the 1sec data component.

I first looked at PRT as a supplement to the old PATS J-trader setup I think, java charts, and while agricultural it got the job done for me, so PRT was a refreshing upgrade back then and while it’s so much better now, broker-PRT interactions (as you have seen yourself) can be tricky to work through. My leaning is that the MM care less about the smaller tweaks whereas the developers have the real skin in the game and whenever I’ve asked for help the PRT team have been forthcoming – it’s hard to complain about an almost zero cost platform haha.

Can you remember whether there’s any localised caching on a Windows PC that can impede the data build and a simple deletion allows for a full download to process, giving you more than a few days of 1sec … ?

Apologies for the TMI on my part.

Thanks for taking the time to correspond!

I recognize all you say there. I don’t think this has changed; the “seconds” Timeframes always behaved weird compared to Minutes.

inverse wrote:

but you can’t ‘zoom-out’ and have it fit in a window all nice and proper like.

Is attached what you mean … see date in bottom left hand corner … Monday, so 3 days worth of data showing for 1 second on 200k bars … which is correct for 3 x 24 hour days.

I know it’s early and my coffee has not worked through yet, but why am I misunderstanding what your problem is? 🙂

Screenshot-2024-02-09-055103.png

GraHal wrote:

Monday, so 3 days worth of data showing for 1 second on 200k bars … which is correct for 3 x 24 hour days.

But then on AUS 200 we have data back to 30/1 …. so a mixed bag. But you need to use the scroll bar to view it all and it’s here that I can’t zoom out to view all, whereas on 10s it’s doable.

Odd or me maybe.

GraHal wrote:

I know it’s early and my coffee has not worked through yet, but why am I misunderstanding what your problem is? 🙂

All good Gra never enough coffee for me … :))

I’m still unable to kill-off DAX session at 22.00 as I used to and still can under v11 – IG know this.

In your image I think I can glimpse a scroll bar along the bottom, I think, if so, does that mean you have data going back a little further? If so, this is what I mean by being able to zoom out proper. I see something similar on ASX and also DJIA, as I think you might be too. Does 200k units = viewing area? 200K units @ 1sec = ~2.2days ….. looking for rabbits down this hole atmo

Most interesting is I can NOLONGER reproduce the effect ‘weekend’ data had on ASX – w/o it we’d get more data 1sec going back, now it’s static. 30-31/1. So the problem’s been resolved by limiting the viewable 1sec data ….

I can’t be certain when it went RS but the latest rev dropped 24/1 and I’ve been  caring for a family member and it’s not been till now that as I’m documenting more that I’m finding variation (that could yet be me and my memory).

This was the last rev. that I was running until recently (and all was well)  I think???

Version : v12.0.20231121030018

First thing I’d do every preopen is max the units to 200k and then zoom out – I don’t think I’m imagining it all…

TBH I might just roll with 10sec for now, assuming the platform doesn’t leak to death.

Thanks for hearing me out and perhaps helping me reason it out a little too!

GraHal wrote:

What does above mean? If you have a Chart showing DAX, do you mean you can’t close the Chart?

Yeah apologies there, getting sloppy …. the night session closes (or used to at 22:00), on v11 I’d set the closing time w/in timezones as 22:00 (via the timezone slider), I don’t leave it at 24hrs for example but it’ll revert there upon restart (will not save). So effectively on the chart you’ll chart till 22:00 or try too.

GraHal wrote:

How many Charts do you have open at any one time when you experience leakage?

All up ~25charts etc, plus the studies underneath.

It’s mostly when customising ‘colours’ (this evening in particular) and saving indicator tweaks, when left alone, aka do it once and get over it it’s generally ok and is ok right now because I’m done with tweaking colours but I’m also allocating 12GB to Java. on a 32Gb PC. So today when poking around ‘setting it up’ and given the templates are bigish it’s been a bit of a pain which is an outlier for me.

What ver of v12 are you running Gra?

PeterSt wrote:

When you load 200K bars, and assumed of 1 second, then more will be added on the fly.

Yes, have seen evidence of this too but historically it would ‘back fill the charts’, even IG said as much while on a  call with them or it would for me. Now whether this is an SOP or occurs in a break-fix more specifically, I can only say that in a break-fix
scenario it would or has done and I’ve not had 1sec data problems since I went off tick because there were issues there.

PeterSt wrote:

Thus, leave your platform and particular chart open for 18 hours,

Makes sense as I generally start at 6am and finish up 11pm, so would make sense to ‘fill’ data – thank you for pointing this out.

Regarding resolution I’m 2560 here too and have seen more data in a window but that marries with your earlier comment.

Starting to think that it could ‘recover’ if I stopped reinstalling and alternating Java etc (pointless).

PeterSt wrote:

But as GraHal told/implied, with a theoretical 86400 seconds in a day, you won’t get more than 3 days anyway. Something else is : I have a quite strong feeling that less liquid Instruments may receive more data in seconds (bar is one second) because not every bar contains ticks (hence data).

Thanks for this.

I’ve cleared the install and java (a few hours ago) and have ‘data’ back to 31/1 and yes the view port is 2.5-3days however scrolling left exposes the data back to 31/1.

Your point on dubious data (when illiquid) isn’t lost on me, so thanks again both you and Gra for digging in here.