Jump to content
Medved Trader Forums
Sign in to follow this  
stock777

IB ES data , gaps on volume charts

Recommended Posts

  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

 

Share this post


Link to post
Share on other sites

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.

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

Sign in to follow this  

×
×
  • Create New...