stock777 Posted June 1, 2020 Report Share Posted June 1, 2020 Some issues today where during parts of the day, the volume via the API is reported much too low on Futures. Checked with the TOS platform and volume there is normal Here ES chart , just after 3:40 or so, that big drop /. Saw it earlier in the day too. Probably something on their end, but just a heads up Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 1, 2020 Report Share Posted June 1, 2020 I had @ES streaming here with TDA and did not see any issues. your screenshot did not include many details, like the symbol. Are you streaming @ES or fully qualified symbol with the expiration month? Quote Link to comment Share on other sites More sharing options...
L W Posted June 2, 2020 Report Share Posted June 2, 2020 On TDA I've been getting this same problem with some stocks while the US markets are open. If I clear out some of the data it will refill correctly. Only the Intraday charts seem to be acting this way. My time frame are 15 min and 240 min charts. The Historical charts seem to be working correctly. I'm on Windows 7 x64 with latest Beta of MT Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 2, 2020 Report Share Posted June 2, 2020 that is not a normal issue with TDA. I think you are getting the charts backfilled from a source other than TDA. Yahoo possibly, and thus the issue Quote Link to comment Share on other sites More sharing options...
L W Posted June 2, 2020 Report Share Posted June 2, 2020 I had it on Smart Source. Changed to TDA. Will see what happens tomorrow. Quote Link to comment Share on other sites More sharing options...
L W Posted June 2, 2020 Report Share Posted June 2, 2020 @stock777 On chart Goto View Menu. On timeframe what are you on? With CME Globex @ES seems to backfill fine. Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 3, 2020 Author Report Share Posted June 3, 2020 (edited) I was occupied today , so didn't do too much with the platform, but same thing again. Backfilled at 10:30 am , and then bad volume data until the reset after hours. I think it may be Ameritrade not connecting properly on the computer waking from sleep, have had to relog in a few times , but not 100% on that . Will try to figure it out tomorrow. Was still getting the quotes all day (obvious, as the chart is complete, and theres no other source), so the connection was working as far as that goes, don't know why real time volume is so incorrectly low Using the @ESM20 symbol not @ES , which has worked fine till now. Heres todays chart , easy to see the 10:30 issue, where volume is next to nothing all day after that (nothing magic about 10:30 , thats when I started it up) Edited June 3, 2020 by stock777 Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 3, 2020 Report Share Posted June 3, 2020 Ameritrade datafeed does not work well with the fully qualified symbol. use @ES Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 3, 2020 Author Report Share Posted June 3, 2020 Up till now , I wasnt having any obvious problem with the qualified symbols, wonder what changed Switched over to @ES only Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 3, 2020 Report Share Posted June 3, 2020 backfill has always been an issue. not sure about quotes. Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 3, 2020 Author Report Share Posted June 3, 2020 @ES was fine today Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 8, 2020 Author Report Share Posted June 8, 2020 Same problem today , using @ES right at 9:30 the volume reported dropped to nothing in @ES Backfill is correct , not realtime Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 8, 2020 Report Share Posted June 8, 2020 I run MT with AMTD 24/7. Here is @ES not once have I seen the volume go to nothing. you have something else wrong. Please send me the log and include the URL to this post in the comment Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 8, 2020 Author Report Share Posted June 8, 2020 no idea what i could do to break that , log sent Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 8, 2020 Author Report Share Posted June 8, 2020 tell u what ive noticed. the NET CHANGE stops updating on @ES and I have to force a relog of Amtd feed to get it to work the @NQ is not having a problem Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 8, 2020 Author Report Share Posted June 8, 2020 looked at other symbols ALL the futures did this . 9:30 , volume dropoff Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 8, 2020 Author Report Share Posted June 8, 2020 (edited) for some reason , the net change keeps dropping (goes blank) after some time on the @es no problems with the connection or anything else Edited June 8, 2020 by stock777 Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 8, 2020 Author Report Share Posted June 8, 2020 price is right, name, and change , poof Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 9, 2020 Author Report Share Posted June 9, 2020 still broken big data point @ESM20 is working @ES is screwed Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 9, 2020 Author Report Share Posted June 9, 2020 (edited) nope , neither is working whats going on here ? they sending bad data ? think so, the t&s doesn't match the volume increase, so you're picking up volume from t&s and its garbage Edited June 9, 2020 by stock777 Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 9, 2020 Author Report Share Posted June 9, 2020 any luck here, need those volume charts to work . using spy I get a lot of garbage in the feed that mess up the chart (block trades) Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted June 9, 2020 Report Share Posted June 9, 2020 what you see in T&S is the chart data. if one is bad, the other is bad - they go hand in hand. give screenshot of T&S Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 10, 2020 Author Report Share Posted June 10, 2020 dont think its a problem overnight for some reason, but in eyeballing it today, I was seeing the Volume uptick 100s of contracts and nothing like it in t&s (or the chart) if it does it tomorrow I do a screen cap , Quote Link to comment Share on other sites More sharing options...
stock777 Posted June 10, 2020 Author Report Share Posted June 10, 2020 ameritrade must be farked as soon as the 9:30 bar hits , volume reporting is wrong on @ES. obviously volume is much LARGER at 9:30 than before. I didnt touch a thing Quote Link to comment Share on other sites More sharing options...
L W Posted June 10, 2020 Report Share Posted June 10, 2020 My TDA @ES 5min chart. Quote Link to comment Share on other sites More sharing options...
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