mlsignups Posted February 1, 2023 Report Posted February 1, 2023 I was watching META after hrs w/ earnings. I use "smart source" for data and have both Interactive Brokers and ThinkorSwim active as data sources. During after hrs, META was showing HUGE volume, like 90M shares traded (Picture A). I looked around and this was inconsistent with what I saw on other sites. I opened ThinkorSwim and it was only like 8M shares at the time. I also looked at a chart in Interactive Brokers and it was also showing only about 8M shares. So I cleared the data and let it backfill and the backfill numbers were right (Picture b) but as new volume came in on subsequent bars, they came in too high again (picture C) Please let me know if somehow this is a setup issue, or if you need more data/info to diagnose. Quote
mlsignups Posted February 1, 2023 Author Report Posted February 1, 2023 Here are the IB and Thinkorswim charts for the same time period. They are both showing the right data. Quote
Jerry Medved Posted February 1, 2023 Report Posted February 1, 2023 based on your description chances are that quotes are from one source and backfill from another, or quotes from 2 sources at same time, like if you have account view open with Active Quotes option. Can't tell detail unless you sent me the logs to check. FILE / HELP => Send logs/settings to support... Quote
Jerry Medved Posted February 2, 2023 Report Posted February 2, 2023 I see backfills coming from both IB and TD Ameritrade, which is pretty much guaranteed to cause the problem because IB backfill volume is known to be lower, particularly depending on IB data subscriptions. You seem to just be getting stock quotes. I would suggest changing the quote source to TD Ameritrade throughout and change intraday backfill source to TD Ameritrade as well (can do it with Smart source, but would be easier this way) Quote
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