Support Board
Date/Time: Wed, 27 Nov 2024 11:43:33 +0000
Post From: volume from interactive brokers data is incorrect
| [2023-09-04 17:27:26] |
| centi - Posts: 10 |
|
Hi, I have activated the trial version of Sierra Chart & configured the Daily Chart & 1 hour chart. Market : NSE - India Screenshot reference ticker - WIPRO-STK-NSE-INR While the 1 hour chart is perfectly Ok, the Daily chart had 2 kind of issues. 1. During the day in progress, the volume is about 70% higher than all the other Daily volume bars. 2. After the market is closed the volume become 1. (screenshot attached) No problem in 1 hour timeframe. Now, for the problem no 1, I think, I know the reason. Interactive brokers updates the volume as cumulative volume at any point of time during market hours. That means, the volume from the last update is the volume of the day since open. - It appears that Sierra chart calculates the total volume from previous bars & it exceeds the volume of all the other day's volume by 70X. I forgot to take the screenshot & i will take to tomorrow. The second problem is similar to the issue mentioned in this above thread. Request your analysis & if it is a simple fix, please help on this issue. |
 Screenshot 2023-09-04 225440.jpg / V - Attached On 2023-09-04 17:26:40 UTC - Size: 223.87 KB - 69 views |