Jump to content
Medved Trader Forums

volume issue with IB and futures


stock777
 Share

Recommended Posts

I see ameritrade is backfilling.   Was there a change at somepoint

 

Comparing the IB to Amtd back fills, there is a big diff in the volume profile .

 

I seem to be having trouble getting a symbol to backfill with a specific source, without changing the DEFAULT for all symbols.

 

It does it one time using backfill using XXX, but doesn't stick ?

 

 

Edited by stock777
Link to comment
Share on other sites

   I think this is a recent issue.  Getting the backfill from Amtd and then realtime from IB is going to distort volume charts if the data if totally different.

   Ameritrade bars look high.

 

  Here's what I see

  Backfilling MT with AMTD for ES, I see a bunch of bars well  OVER 10,000 on the minute scale for the first few hours

  Looking at the same ES  data on the Thinkorswim platform , the bars are never over 7000

   IB backfill looks normal.  

   Could be a data issue from amtd or something in MT

 

  I'll send pics when I get a chance, unless you can duplicate it on your end.

 

 

 

 

 

 

 

 

 

 

Link to comment
Share on other sites

 

The first chart is the backfill from ameritrade, the second from IB  for today

As you can see ,a completely different volume profile. Actually, they are the same , proportionally , but one is 1.5 times the other.

So there a problem with one of them .  

 

es_ameritrade_backfill.thumb.jpg.5d1533e95dbb13f207c736aa8b7f2b44.jpg

 

 

 

IB_ES_backfill.thumb.jpg.83c1e026709c5d79a01514b3be349b15.jpg

Edited by stock777
Link to comment
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.

 Share

×
×
  • Create New...