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volume issue with IB and futures


stock777

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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 .  

 

es_ameritrade_backfill.thumb.jpg.5d1533e95dbb13f207c736aa8b7f2b44.jpg

 

 

 

IB_ES_backfill.thumb.jpg.83c1e026709c5d79a01514b3be349b15.jpg

Edited by stock777
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