Derivatives market quotes in MT5 - page 9
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Quick's claim is that they do not "withhold" anything, everything from the plaza is transmitted to the terminal. At the same time, Quick generates an event for each batch of exchange information. Therefore it would be logical in the handlers of these events to write the appropriate data to the file. And then compare the file "all trades" with the file "snapshot of the market".
And there is one subtlety here. The cup itself does not come in the cup arrival event handler. And it must be requested in the handler. And it is possible to hesitate and get not the slice of the glass which caused the event, but, for example, the next one. I.e. skip the slice and get "trades outside the market".
Almost the same in MT5. And the methaquotes honestly warn about it:
It's not about event handlers at all.
There are two ways in which best price data is transmitted
1. The tumblr slice
2. the table broadcasts the information about the instrument together with the best prices.
It does not matter at all whether the event is generated by the tumbler or by the instrument information.
The important thing is that the information comes to all terminals is the same, but in the history of different Brokers it is different.
it is different, the deals are the same everywhere, but ask and bid are often different.
The algorithm for getting bid and ask in both MT5 terminals at different brokers is the same, that's why I draw a conclusion,
that this algorithm does not work correctly. There are missing quotes.
prostotrader #:
It does not matter at all whether the event is generated by the market or by the information about the instrument.
The important thing is that the information comes to all terminals is the same, but in the history of different Brokers
it is different, the deals are the same everywhere, but ask and bid are often different.
The algorithm for getting bid and ask in both MT5 terminals at different brokers is the same, that's why I draw a conclusion,
that this algorithm does not work correctly. There are missing quotes.
It is important how the events are generated and whether they are generated at all. And if the handler also receives the value that triggered the event, that's great, because it's more certain not to miss values.
The plaza broadcasts a FORTS_COMMON_REPL stream containing bid/ask. When a portion of this information arrives to QUIK, it generates OnParam event. And here is where the ambiguity starts. You can check a checkbox and select "Interval of update of data with current state" in seconds in Quickcuts. And thenthe OnParam event will be generated with this interval. And, of course,bid/ask changes will be skipped. Or you can leave it unchecked andOnParam will be generated quite often.But it is a little bit rarer than the slice of the stack. Which is, in principle, possible if the betting market changes, but the bestbid/ask does not.
In MT5 I haven't found an event similar toOnParam in Quicksilver. If there is no such event, then logically bid/ask shouldbe collected (and processed, for example, removing repetitions) in the OnBookEvent handler in order to insure against omissions as much as possible.If you do it differently, and even in different ways, you can get differentbid/ask stories.
OnBook and OnTick was a events are processed sequentially, not in parallel.
Quick's claim is that they do not "withhold" anything, everything from the plaza is transmitted to the terminal. At the same time, Quick generates an event for each batch of exchange information. Therefore it would be logical in the handlers of these events to write the appropriate data to the file. And then compare the file "all trades" with the file "snapshot of the market".
And there is one subtlety here. The cup itself does not come in the cup arrival event handler. And it must be requested in the handler. And it is possible to hesitate and get not the slice of the glass which caused the event, but, for example, the next one. I.e. skip the slice and get "trades outside the market".
Almost the same in MT5. And the methaquotes honestly warn about it:
what do you mean "as fast as possible"?
do we have to take care of it?
;)
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is anyone here even able to talk about how to check the cut of the glass for suitability?
In principle it doesn't matter at all at what point in time it is cut.
What matters is the essence, i.e. it's essentially supposed to show what?
Well, the charge is a charge ....
I am not even talking about forex.
i realised the other day that it's so fucked up.
for instance, at any stock exchange the same thing, because the price is the same, not much different - +/-, not the point.
the main thing is that they show indicative quotes! and which of them sucks - has it ever occurred to you? ;)))
in general, i'll respect the masses soon
They cannot afford to screw the people and do not allow them to make money. ..................
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Here is the problem ?????????.
You always find mistakes in the truth ;)
Fucking pyramid pyramid, you will crack your skull before you know where the ultimate truth is.
It's one thing and another.)
It's elementary, of course, but it's not explained anywhere, that's why it's complicated ;)
There was a test Expert Advisor on OnBook and OnTick.
So far, I see it as follows: the Exchange generates (among others) three entities: the Market Data stream, the Common stream (includes bid/ask) and the All Trades stream. Then these entities live a separate life without being synchronized in any way. A broker processes the threads (repacks them into his proprietary protocol and translates to terminals) independently, taking care only of data consistency inside a thread. The terminal also processes (visualises/shows events) these streams independently of each other. It turns out that a 10-20ms asynchrony between the streams is just fine.
The broker processes the streams (repackages them into their proprietary protocol and translates them into terminals) independently of each other, only caring about the consistency of the data within the stream.
Are you "for the fish money" again?
The broker is not doing anything.
The server parts of the terminals on the Broker's network process the incoming information and send it to the terminals.
prostotrader #:
The server parts of the terminals in the Broker's network process the incoming information and send it to the terminals.
Doctor #:
Broker streams process (repackages into its proprietary protocol and translates to terminals)
Do you see a semantic difference in these comments?
Do you see a semantic difference in these comments?
:)
Let's start with a libretto...
Both KVIC and MT-5 are Client<--> Server applications
The client (terminal) is located on the end user.
The server is in broker's network.
The server (MT-5, KVIC) receives all information through the broker's network and Promservers, processes it and sends to the terminal.
The broker does not interfere in this process in any way.
He can only enter server settings (e.g. depth of quotes)
So is a single quote history a myth?
So is a single quote history a myth?
It's not a myth, the software's a joke...