Support Board
Date/Time: Thu, 16 Jan 2025 11:52:47 +0000
Post From: Regarding the volume problem with IB data again
| [2017-10-24 23:12:16] |
| FFTrader - Posts: 180 |
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Thanks for the tip. 5 seconds data with accuracy is good enough for me. I only need to plot volume profile (the volume by price study) accurately to gauge support/resistance levels. I use volume chart and I think it is better than tick chart in that a volume chart follows trendline better than a tick chart.
traderleong, I have to use Interactive Brokers and Sierra Chart. Question: I may be good with 5 seconds data too - but I am still experiencing that I have to re-download the data to have the correct volume. Can you talk about what are the settings for you and may be I can copy your IB settings - specifically, in the Data/Trade Service Settings and after selecting the usual server addresses and ClientIDs, I wanted to know what are your settings for: 1. Intraday Data Storage Time Unit - I have it at 1 Tick and may be it is better to have it at 1 second or 5 seconds? 2. Maximum Historical Intraday Days to Download Limit 3. Download 5 seconds Historical Intraday Data 4. Record True Real-Time Data in Intraday Charts. 5. Simulate Trades to Match Daily Volume - I would imagine you have it set to "True" after the discussions here? 6. Clear Out of Order Market Depth Data Date Time Of Last Edit: 2017-10-24 23:51:56
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