stock777 Posted August 14, 2018 Report Share Posted August 14, 2018 Seeing something odd when charting ES on Volume Bars. Lots of gaps on backfilled data. Not seeing the gaps on minute bars using same data. I set it to something low like 1000 contracts and still seeing the gaps. Believe this is something new Quote Link to comment Share on other sites More sharing options...
Mike Medved Posted August 14, 2018 Report Share Posted August 14, 2018 Backfilled data that IB provides is not tick. It is OHLC 1 min, and MT represents it by splitting it into 4 "ticks" - O, H, L and C ticks. Because of that, the representation of data as a volume chart with the candle volume that is on the order of 1 minute volume is not accurate. If you try something like 10,000 contracts, it would be better. Quote Link to comment Share on other sites More sharing options...
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