I am using TWS 887.2, and NT 6.5.1000.6. I updated both TWS and NT on the same day, so I don't know which version caused the following problem.
The problem is about daily volume data displayed in Market Analyzer.
Using ES as an example, when ES ends at 4:15pm, suppose daily volume was 1,200,000. Now ES open again at 4:30pm, the daily volume should reset and start from zero. That's how it worked always before. Now the volume will not reset unless you kill and restart TWS. Simply disconnect/reconnect NT will not do the trick.
This behavior happens to all symbols where volume data will not reset when a new session begins.
Is this the bug (or feature) on TWS side or NT side?
The problem is about daily volume data displayed in Market Analyzer.
Using ES as an example, when ES ends at 4:15pm, suppose daily volume was 1,200,000. Now ES open again at 4:30pm, the daily volume should reset and start from zero. That's how it worked always before. Now the volume will not reset unless you kill and restart TWS. Simply disconnect/reconnect NT will not do the trick.
This behavior happens to all symbols where volume data will not reset when a new session begins.
Is this the bug (or feature) on TWS side or NT side?
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