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  • Volume on ib feed

    Connected to the ib feed and everything seemed cool, until the volume went crazy. After about 15 seconds of data the volume became excessive. It was showing 100k+ contracts on the 5 min nq. After refreshing the chart everything goes back to normal, but this picks up after another 15 seconds. Anyone experience this or have a fix? Thanks for your time.
    Last edited by Jwhite198621; 02-11-2008, 09:28 PM.

  • #2
    Hi Jwhite198621.

    What you mean when saying "It was showing 100k+ contracts on the 5 min nq"? Where did you get the number? Do you mean symbol info bar on the top of the chart?

    Thanks.

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    • #3
      The 5 min bar opens up and volume seems normal. However, a few seconds later it takes off, and shows extremely excessive numbers. It also squeezes the real volume numbers, to the point where they can't be seen. I'll try to get a picture, which should explain it all. The volume on the top of the chart is spot on, but the volume indicator below the chart is what I'm referring to.
      Last edited by Jwhite198621; 02-12-2008, 06:19 AM.

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      • #4
        Yes, please, this would help a lot understanding your problem.

        Thanks.

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        • #5
          This picture is in premarket. It shows the volume is already becoming excessive. Note the volume up top.
          Attached Files

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          • #6
            This picture was taken shortly after. Look at the volume now, its over 1 million. However, the volume up top is still correct. I use volume in my trading, so this messes me up. If you need some more photos, let me know. Thanks for your time.
            Attached Files

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            • #7
              Hi Jwhite198621.

              I don't exactly understand why you're considering volume is over one million? As far as I can see you have volumes about 298 800 on the first screen and about 300 400 on the second. Volume is labeled as "V" on the symbol info bar on the top of a chart and letter "K" after a number means "thousands".

              Am I still missing something?

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              • #8
                OK, I've got your point. This seems to be a bug in the indicator. We'll schedule this on one of the future releases.

                Thanks for reporting the problem.

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                • #9
                  Check this youtube video out. Note the volume indicator below the chart. This is what I am talking about. The volume up top, was at 118.k and the volume indicator showed over 2 million contracts. The finish up top was 122k at the end of the 5 min bar.

                  Link

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