Support Board
Date/Time: Tue, 24 Dec 2024 02:59:19 +0000
Question for IB users: Have your stock volumes drastically increased?
View Count: 1284
| [2015-10-13 08:21:25] |
| Leo33 - Posts: 73 |
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Yesterday 1230pm GMT my stock volumes on all stocks from Interactive Brokers increased by something like 10x or more. Same today. Also when checking on IB TWS the --- Stock (Directed)--- option has gone from the watchlist leaving only the --- Stock (SMART) --- option ?? The volumes hitting in are 10 or 20x larger than the BID ASK DEPTHS. I wondered if I might have changed a setting in Sierra earlier that suddenly kicked in at 1230pm . But I've tried pretty much all the combinations and can't reverse the volume increase. I think its an IB thing? Anyone got the same? |
| [2015-10-14 15:12:21] |
| Leo33 - Posts: 73 |
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Can someone confirm nothing has changed for them?
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| [2015-10-14 17:26:57] |
| Joe Hobart - Posts: 89 |
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there was a big IBTWS update last night. There has always been something screwy with volume from IBAPI. The attached chart shows a tick chart of SPY during cash hours for the past week or so. the purple boxes are backfilled historical data when i was not connected to sierra or TWS. Note that the times i am connected, the volumes are 10-20x larger, as you describe. No idea why, but its been that way for a while
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volib.jpg| [2015-10-15 03:21:14] |
| Kiwi - Posts: 375 |
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What happens if you set Sierra Chart to use the 5 second data? To do this set "Record True Real-Time Data" in the Data/Trade Service settings. This will collect IB's correct 5 second bar data instead. If you are getting different answers for "natural" and true data then possibly something has changed that Sierra needs to be modified to allow for in a new version. |
| [2015-10-16 08:02:51] |
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We have checked and there are no settings which affects Interactive Brokers volume values. There is a Volume Multiplier in Global Settings >> Data/Trade Service Settings but it is not used and it will be removed. Also, the historical stock data is going to come from the Sierra Chart Historical Data service if you have followed these instructions here: https://www.sierrachart.com/index.php?page=doc/IB.php#UsingSierraChartHistoricalData Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-10-16 08:05:36] |
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If you are getting different answers for "natural" and true data then possibly something has changed that Sierra needs to be modified to allow for in a new version. Correction, you mean that Interactive Brokers needs to solve. They need to follow good and consistent design rules. The DTC Protocol website can be helpful to them: http://dtcprotocol.org/ They should also adopt the DTC Protocol and we will not be surprised if at some point in the future that they will. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-10-22 14:38:26] |
| Leo33 - Posts: 73 |
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Joe: thanks reassuring to see that you're getting the same ....if you get any clearer idea of what's going on please let me know? ....many thanks. Kiwi: yup i tried the True 5 sec data n not. I didn't see a difference. I'm on the 'not' at the moment. Any further info from anyone is very welcome. |
| [2015-10-22 18:04:58] |
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We have looked further into the problem relating to volume data from Interactive Brokers for stock symbols and we do see that it was being multiplied by 100. This applied to both historical and real-time volume data from the Interactive Broker system. This multiplication has been removed in current versions of Sierra Chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-10-22 18:09:44
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