Volume not displayed correctly for IB

[mountainclimber]

Harry,

Have you posted this on the suggestions thread?

[Harry]

Why suggestion, this is a bug?

Harry,

Have you posted this on the suggestions thread?

[mountainclimber]

Then post it on the NT7 bug thread. Point is, they will probably resolve it if you put it in the right thread and give them exact steps to reproduce it. Or put "For NT support only - bug found" at the top of your next post or in the first post of a new thread and provide the steps to reproduce it.

I've never seen them just leave a bug be unless there is nothing they can do...

The community driven threads are often left alone by NT support so as to not disrupt.

Unless of course you already did something like this and you got an official "we can't fix that" reply or something like that.

[Harry]

There are already three or four threads on this issue. I have also discussed this with Josh on an NT7 thread, but it did not have any priority. Josh referred me back to this thread, as teh problem occurs with both NT 6.5 and NT 7.0

You can open a new thread on NT 7.0, I will then test again and confirm it.

[mountainclimber]

Oh, OK. Well, I am sure they have a good reason for the current status of things.

[NinjaTrader_Dierk]

Here is what I just tried:
- connected to IB live account
- blank DB
- German timezone, German region settings
- NT7B15
- CL 06-10, 1 minute chart, 24/7, no templates, all default

I get image below which looks expected to me.

I do know what IB has different data centers. May be you're connected to a different one that I am. Unfortuantely I don't know how to figure that out.

[Harry]

We had already gone much further with this problem:

Connecting to IB -> All charts , for example ES-06 100 are correctly displayed.

Two hours later, I get a phone call from a friend who wants to compare the FESX chart. I open a FESX chart, and the first bar with real-time data shows the cumulated volume of two hours. If you do not pay attention and reload the chart, the volume spike will remain on the chart, and as I am looking for volume I draw wrong conclusions, say see some churning instead of a low volume bar.

To reproduce, you first need some connection time, to let the real-time data volume add up.

[NinjaTrader_Dierk]

To clarify: you no longer have the problem with the CL but with a different instrument?

[Harry]

This issue is not related to CL, but would occur for all instruments. I am talking about intraday charts, 5 min or 1 min charts. I have posted a number of charts for ES and FESX and others in this and other threads. The issue was also discovered by three other NT users.

The CL issue (wrong contract) has been resolved for NT7 via separate symbol mapping, and remains unresolved for NT 6.5.

To clarify: you no longer have the problem with the CL but with a different instrument?

[NinjaTrader_Dierk]

Please clarify: do you have the issue for the CL or no? Thanks

[NinjaTrader_Dierk]

Here is one idea: we have seen "volume spikes" on IB as the PC clock is not totally in sync. Not sure if Josh actually recommended that yet, but please make sure your PC clock is properly sync'ed and not a few minutes behind or ahead.

[Harry]

My PC clock is automatically sync'ed with time-a.nist.gov. I am also checking this regularly, as it is required for anticipating bar closes on fixed intervals.

Here is one idea: we have seen "volume spikes" on IB as the PC clock is not totally in sync. Not sure if Josh actually recommended that yet, but please make sure your PC clock is properly sync'ed and not a few minutes behind or ahead.

[NinjaTrader_Dierk]

Great, so that can't be the issue. Here is the next step: please uncheck Tools->Options->Data->Save chart data as historical. Does that make difference?

[Harry]

Have never checked the option "Save as Historical Data" , are you trying to get me?

Here is an example. I opened NT 7.0.0.15 at 14:39 and connected at 14:44. Then I opened a 1 min chart of FESX at 15:11. Then added volume, and you can see the spike below on the chart.

Volume for the first bar of real-time data at 15:11 is 23,450 contracts. If I look at the volume data for FESX 23,450 contracts is about the volume traded between 14:38 and 15:11. Do not know why this is not the volume between connection at 14:44 and 15:11, but at least it comes close. This is what usually can be observed. Cumulated volume instead of single bar volume.

Have exported volume data to Excel and attached below, so you cah check it.

Great, so that can't be the issue. Here is the next step: please uncheck Tools->Options->Data->Save chart data as historical. Does that make difference?

[NinjaTrader_Dierk]

>> Have never checked the option "Save as Historical Data"
Great, so the NT internal data recording can't be the issue.

Not sure what the Excel sheet should tell me. I would not find any spike there.