Support Board
Date/Time: Wed, 27 Nov 2024 00:46:17 +0000
Post From: Volume in historical intraday data download is distorted compared to real-time volume data from
| [2014-06-27 12:15:02] |
| rc7rader - Posts: 144 |
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I upgraded from version 1109 to version 1152 and noticed that the volume data between historical intraday data download vs real-time data from IB is not shown correctly. As shown in the attached chart, historical intraday data downloaded shows actual volume. So for 10,000 shares traded, the volume is shown as 10000. Cumulatively, the chart scale shows volume in hundred thousand to millions. However, when I connected to IB for real-time data which was plotted on the chart in pre-market, IB's data which is plotted on the chart is rounded by 100. So for 10,000 shares, volume shows as 100. This distorts volume displayed on the chart for real-time data. Thus, it is not possible to compare the historical data downloaded from the real-time data to determine if there was an increase in volume because all real-time data will show small volume. This was the problem I noticed and posted earlier but did not receive any response. I hope you can correct this issue. In the meantime, I'm going back to version 1109. |
 chart_volume_display_problem.jpg / V - Attached On 2014-06-27 12:08:41 UTC - Size: 370 KB - 448 views |