Hello, I have reported this through a Tradovate ticket and was directed to post here so their developers can see. I have opened a ticket with Tradingview also, and provided the same information. Tradingview responded to me asking if I pay for data, and has not since responded, however I continue to update that ticket as I get information to share. I do pay for data, I pay for level 2 data at Tradovate and I pay for it additionally from Tradingview. I am attempting to provide as much information in all the avenues I can in hopes this can get resolved.
The issue began on Sunday 03/06/2022 I noticed it at night and blew it off at first as a fluke/volume issue. Until I was nonstop the next day and a couple other traders mentioned the same issue.
The problem is some sort of delay with bid/ask and not with current price. I am getting anywhere from a 5 second to 6ish minute delay on the bid and ask updating.
****************Example Explanation
We will use the symbol YMH2022. Lets say the spread is 3, and price is at 33,000.
It rose from 32,050, You enter a trade going long at 33,000.
You get filled at 33,000, You expect to see $-15 pnl with a 3 point spread.
Except its not, since the bid and ask are being delayed, we will say they are 1 a minute delay for this example and showing at 32,050. Your PnL will show you -$250. Then in the account summary will be a completely different PnL number, then you load up tradeovate trader next to it and you see a different PnL there.
This has resulted in me seeing profit in multiple places (including price showing in profit) only to close the trade and have a loss when no where showed it was a loss, and I am talking about being 20 points in profit to the account showing it closed with anywhere between 5-10 points loss. As such I can not trade as I have no idea if my profitable trade will be profitable even though the price shows I should be in profit. Its almost as if when I go to exit it does a whole update and price drastically moves.
I had one or two trades I exited and once I exited the trade a brand new candle that moved against the position suddenly appeared as filled (by filled i mean it had current price from the candles open a distance of 10-15 points and would suddenly update the candlestick counter showing 10seconds of time had already elapsed on this magical candle as it was there before I exited the trade but didn’t show till I exited. Almost as if me sending an order to exit refreshed the data.
What I have tested so far:
Test with Tradovate using my Tradovateconnection market data, against Tradingview using their data.
I opened another tab that was not logged into Tradovate and used Tradingview’s paper trader.
I placed the Tradingview chart logged in with Tradovate side by side with the paper trader demo.
See Video
I opened a trade on both charts, with same exact fills.
You can see there is no delay from the chart(right Chart) that does not have Tradovate connected(tradingview paper trader chart).
The Left chart is connected to Tradeovate through the Tradeovate Tradingview addon you can see there is a delay.
On the bottom Left you will see the Tradeovate Trader panel. You will see all 3 charts show different PnL.
All the charts are 30 second candles, and on YMH2022. I have more screenshots from Monday and Tuesday, but since I have been taking more regularly and making sure to include the full chart, as with the ones from monday, I did not ensure to screenshot the whole chart as I was just sharing within my circle.
In the photos, I have tried to circle the points of delay comparison,
These are the bid/ask top left on the charts.
The price line and on some I circled the bid/ask lines for those like me want to see visually.
The Trader tab on the bottom to show which chart is connected to which.
Video of delay: DelayRec
In this photo I have the tradovate trader open, I show the account summary tab, and I show the open position. All 3 show different PnL.
If someone can please assist with this issue as it is going on 5 days now and it seems response from Tradingview is very slow. Tradovate directed me to post here and open a ticket with Tradingview. I am happy to provide any more info I can.
EDIT:
Update 03/11/2022
-
Tradingview is having their tier two devs look into this, they are not sure if it is on their end or Tradovates they asked me to provide a console log recording and to give them sometime to look into it further.
-
I also received an update from Tradovate that their devs will look into this also. So I am hopeful that a resolution will be found between the two teams being aware of the issue and looking into it