stock777 Posted August 31, 2018 Report Share Posted August 31, 2018 Might be related to that volume bug that was fixed. The volume bars on ES look wrong (too high) on backfill, vs realtime bars. Multiplier issue probably. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 31, 2018 Report Share Posted August 31, 2018 it would be a different issue. You are using both IB and AMTD. Which one is being used for backfill when the issue occurs? Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 31, 2018 Report Share Posted August 31, 2018 Also, I checked with AMTD and it looks OK. note that the backfill is consolidated minute data stored as 4 rows per minute in raw data, so if you are looking there, each row of backfilled data will have far more volume than usual row coming in from real-time Quote Link to comment Share on other sites More sharing options...
stock777 Posted August 31, 2018 Author Report Share Posted August 31, 2018 only ib backfills futures as far as i know Quote Link to comment Share on other sites More sharing options...
stock777 Posted August 31, 2018 Author Report Share Posted August 31, 2018 (edited) 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 August 31, 2018 by stock777 Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 31, 2018 Report Share Posted August 31, 2018 I checked both IB and TD Ameritrade backfill. I do not see any issue. I looked at the chart volume and raw data volume. Please email screenshot documenting what the issue is Quote Link to comment Share on other sites More sharing options...
stock777 Posted August 31, 2018 Author Report Share Posted August 31, 2018 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. Quote Link to comment Share on other sites More sharing options...
stock777 Posted August 31, 2018 Author Report Share Posted August 31, 2018 (edited) 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 August 31, 2018 by stock777 Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted August 31, 2018 Report Share Posted August 31, 2018 thanks for the details. definitely clears it up. I will check it out in a bit. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted September 1, 2018 Report Share Posted September 1, 2018 this will be fixed in the next update (today) Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted September 1, 2018 Report Share Posted September 1, 2018 released new production version. Update. Should fix your problem (clear data since existing data would still have the issue) Quote Link to comment Share on other sites More sharing options...
stock777 Posted September 4, 2018 Author Report Share Posted September 4, 2018 Thanks for quick turnaround Quote Link to comment Share on other sites More sharing options...
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