Patching Data Gaps with Local & Cloud Data

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magicdonkeyempor
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Patching Data Gaps with Local & Cloud Data

Post by magicdonkeyempor » Thu Feb 10, 2022 4:33 am

After a crash, when I reload data from a mix of the 1hr cloud & my local history, I get messy data gaps:

Bookmap Crash Cloud Patching.jpg
Bookmap Crash Cloud Patching.jpg (147.03 KiB) Viewed 9431 times

Large data gap.jpg
Large data gap.jpg (211.52 KiB) Viewed 9430 times

Please can you fix this so it's 100% seamless.

magicdonkeyempor
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Re: Patching Data Gaps with Local & Cloud Data

Post by magicdonkeyempor » Wed Feb 16, 2022 2:54 pm

This includes the proper backfilling of data gaps when Rithmic randomly disconnects for a few minutes intra day:
Rithmic data gap patch.jpg
Rithmic data gap patch.jpg (226.89 KiB) Viewed 9408 times

magicdonkeyempor
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Re: Patching Data Gaps with Local & Cloud Data

Post by magicdonkeyempor » Wed Mar 09, 2022 9:10 am

The issue with this is that cumulative volume profile & cumulative volume delta readings are incorrect,
so the story of price action is lost
& trades can't be reliably placed based on bad/missing data!!

Hence the need for seamless data backfill on temporary disconnects.

magicdonkeyempor
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Re: Patching Data Gaps with Local & Cloud Data

Post by magicdonkeyempor » Fri Apr 29, 2022 12:54 pm

Support was asking for details, so posting this diagram for simple clarification of what's needed:

patching buggy data with cloud.jpg
patching buggy data with cloud.jpg (170.16 KiB) Viewed 1552 times

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