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volume issue with IB and futures


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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
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   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.











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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 .  







Edited by stock777
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