Support Board
Date/Time: Thu, 16 Jan 2025 11:50:17 +0000
Post From: Regarding the volume problem with IB data again
| [2013-03-22 19:58:21] |
| traderleong - Posts: 12 |
|
Thanks a lot for the support. However there is a problem coming up when disabling simulated trades. IB data is really terrible that their volume data for trades is almost all bad, the volume for each snapshot is extreamely low compared to TDAmeritrade data (but unfortunately TDA data is not available to SC). Now it is clear that we DO need simulated trades from IB daily volume data since their daily volume data is largely correct. We only need to filter out accassional bad data within their daily volume messages. When we use the "delete/download" option to refresh data again from IB data feed the newly downloaded data seems to be correct. So it seems that the real-time streaming data from IB is different from the data saved on their data server. The problem now is that it is not practical to delete and refresh each bar every time. It is highly appreciated that SC support can create a filter for simulated trades for IB data. |