Support Board
Date/Time: Tue, 24 Dec 2024 03:07:38 +0000
Post From: Question for IB users: Have your stock volumes drastically increased?
| [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