CAC 40 extreme large volume tick minute bar

[simoon]

I use IB as data connection. Recently I noticed NT7 is plotting some very large volume bar for CAC 40 Future Jan-11 (MONEP) minute bar once in 10 to 20 minutes within or outside RTH. Sometime NT7 plot a minute chart with 8000 volume. It is a plain chart with VolumeUpDown as the only Indicator.

Have run TWS side by side but TWS didn't produce the same error.
Have tried on Vista and XP machines, both machines's NT7 plot the large volume chart at the same time.
Have tried different IB User account, same result.
Minute bar error got fixed after Reload All Historical Data,
Trading HSI and YM, no error found.
Data Subscripted is Euronext Data Bundle Level 1
Following is some sample of tick data error, the files are also attached
Data timestamps are GMT +8


20110120 162006;3963.5;2147
.
.
20110120 163036;3955.5;811
.
.
20110120 163108;3956.5;4239
.
.
20110120 165637;3963;3298

Thank you for your help

[NinjaTrader_Bertrand]

simoon, you're unfortunately running into a known limitation of the IB API here - a workaround would be connecting to a dedicated datafeed provider like Kinetick ( www.kinetick.com ) first and then using this data as your primary and only execute to IB.

[simoon]

Thank you Bertrand,

I do know IB tick data is not real tick data, I may not get every tick of the trade, data can be missing but how can this limitation produce volume that is 100 to 1000 times larger than actual one?

In addition, this happen to CAC 40 only, not other symbol I trade, if it is limitation of IB API causing the error, I think it should also causing error to other symbol.

I would like to try Kinetick as NinjaTrader highly recommended it, but I cannot found HKFE exchange at it's purchase subpage. I am not sure it has data for HSI Future.

[NinjaTrader_Bertrand]

Kinetick would unfortunately not offer the HKEX / HSI futures - I was not referring to IB's granulated / snapshot data...the case that historical vs realtime reported volume differs is a known limitation of this connection.