Interactive Brokers

[tradinginzen]

I know this is a known issue, but I'm curious if there is a resolution in the works. With IB sometimes the volume on the live bar just goes nuts. It is different per ticker... for example, BGZ for me ALWAYS does it within seconds but other tickers like FAS and FAZ can run for hours.

Anyone?

[NinjaTrader_VinceB]

Hi,

We're not aware of this. Can you provide a reproducible scenario so we can test on our end.

[tradinginzen]

hmm... I thought it was a known issue that IB's feed will have incorrect volume show up on the last bar on occasion? Didn't I read this somewhere? Please confirm.

[NinjaTrader_VinceB]

Hi,

I think you were referring to this:

http://www.ninjatrader-support2.com/vb/showthread.php?t=11056

[tradinginzen]

Yes I believe that is the issue. It is happening today... i'm looking at a SPY chart and the live bar's volume is HUGE from my IB feed into NT and all the other bars are almost zero. However, I can easily confirm this is not accurate.

Is there a fix for this?

[NinjaTrader_VinceB]

Please see here for more info:

http://www.ninjatrader-support2.com/vb/showthread.php?t=6242&highlight=IB+volume

[tradinginzen]

Thanks but I'm still not clear if there is a way to fix this? Or is this just a problem with the way IB handles volume and won't ever be fixed?

[NinjaTrader_VinceB]

That is correct.

[Blz17]

I have the same problem

I too get random spikes in volume. Today it happened on XLF. See image. So no way to address this issue?

[NinjaTrader_Kyle]

Hello Blz17,

Thank you for your post.

Unfortunately, that is correct. For more information about this issue, please see the following link: http://www.ninjatrader-support2.com/...ight=IB+volume

[Blz17]

Okay, thanks for quick response.