NT 6.5.1000.14 / TWS 900.6 : Just connected to IB and opened a chart for FESX. Than added my volume indicator. You can see the volume spike at 19:07 showing 20,000 contracts when I connected.
There is nothing that can be concluded from the trace file, see excerpt:
2010-02-23 19:06:37:062 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='FESX 03-10' from='2010-02-22' to='2010-02-23' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-02-23 19:06:37:078 (Interactive Brokers) IB.HistoricalDataRequest.Send: last=23.02.2010 instrument='FESX 03-10' from='2010-02-22' to='2010-02-23' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2010-02-23 19:06:37:078 (Interactive Brokers) IB.HistoricalDataRequest.Send: request='ESTX50;FUT;201003;0;;;DTB;;EUR;;;1 min;5 D;0;TRADES'
2010-02-23 19:06:37:875 (Interactive Brokers) IB.HistoricalDataRequest.Process: itemCount=4067 instrument='FESX 03-10' from='2010-02-22' to='2010-02-23' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
This simply does not work. I can reload the data, and with a bit of luck the spike goes away.
Comment