stock777 Posted December 28, 2015 Report Share Posted December 28, 2015 (edited) Any idea why the ES contract shows a 300,000 volume first bar today, after the holiday break? Something wrong with the holiday file maybe? Cleared and backfilled a few times. Mostly care because it throws off the vwap calc, but just noticed setting max trade size to something large overcomes the issue for that. Edited December 28, 2015 by stock777 Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted December 28, 2015 Report Share Posted December 28, 2015 I backfilled here and don't see any problem (tried with IB and IQFeed). What exact timeframe is selected on the chart (VIEW tab)? Which datafeed? (I tried with CME GLOBEX and CME GLOBEX Regular hours) Quote Link to comment Share on other sites More sharing options...
stock777 Posted December 28, 2015 Author Report Share Posted December 28, 2015 just a 1 minute chart. IB data. Globex (tried both settings). 323,000 bar Sunday night 6pm. I didnt want to try clearing ALL data since backfill in only 5 days. Still usually 3 or 4 days clearing solves most of these problems. not this time. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted December 28, 2015 Report Share Posted December 28, 2015 1 min is the frequency. I was asking about the timeframe... Default is CME GLOBEX Quote Link to comment Share on other sites More sharing options...
stock777 Posted December 29, 2015 Author Report Share Posted December 29, 2015 Mentioned I tried BOTH timeframes, CME GLOBEX and CME GLOBEX Regular Hours. Same issue on both . Didn't think the data that is loaded would change anyhow, only whats displayed . Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted December 29, 2015 Report Share Posted December 29, 2015 changing timeframes wouldn't change the data, but would change how it is displayed and sub-totaled. I need to get the log file and data file to see what the problem is. Please do the following: go to FILE / Export Settings. Leave the checkboxes already checked (for user settings), and also check LOG FILE and QUOTE DATA. Export, then send to me. NOTE: Thte file will be too big to email. Please use one of the cloud sharing services such as dropbox, Google Drive, or you can use the free one - https://www.wetransfer.com/ Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted December 31, 2015 Report Share Posted December 31, 2015 IB is sending some odd data during a period when there isn't supposed to be any trading for ES. You have the chart set to show extended hours "Always", so it is showing that data, and it messes things up. If you change the ext. hours to "NEVER" for @ESH16 it will be OK. I will adjust our timeframe to define the rollover closer to the start time, but even so, their live data actually sent a big jump too. Quote Link to comment Share on other sites More sharing options...
stock777 Posted December 31, 2015 Author Report Share Posted December 31, 2015 Ok , will try that, This is not a new issue, IB been doing this for some time. Quote Link to comment Share on other sites More sharing options...
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