MC Version 5.0 Beta 4 (Build 2106)
I noticed there is Volume difference between MC and IB charts.
pls see attached screen capture.
this was brought up in ver 4, and was promised a fix.
http://www.tssupport.com/forum/viewtopic.php?p=22458
http://www.tssupport.com/forum/viewtopi ... difference
I held off upgrading since V4b1440.
I am disappointed to see that the volume difference is still there.
This renders any volume based analysis useless.
Volume difference between MC and IB charts
- TJ
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Volume difference between MC and IB charts
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- 2009-03-18_ES_MC_IB.gif
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- Andrew Kirillov
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TJ,
MultiCharts plots Total volume in real-time almost identical to NT and AB. I can upload a video if needed.
Please keep in mind that this volume is slightly different than IB TWS volume and it is true for NT and AB too.
I assume the issue is related to the way we generate ticks and TWS does. It is obvious that IB TWS chart updates data every 5 seconds and it has correct information for 5 sec bars. We and our completion update every tick, but IB doesn't notify when new tick comes and we must to generate it according to some event. This is event is total volume change. I believe our competition does the same since our results identical or almost identical 99% of time.
Historical data (data downloaded from IB servers or backfilling):
The data is the identical to IB TWS.
Solution: Turn on the option depicted on the screenshot attached and it will work fine.
MultiCharts plots Total volume in real-time almost identical to NT and AB. I can upload a video if needed.
Please keep in mind that this volume is slightly different than IB TWS volume and it is true for NT and AB too.
I assume the issue is related to the way we generate ticks and TWS does. It is obvious that IB TWS chart updates data every 5 seconds and it has correct information for 5 sec bars. We and our completion update every tick, but IB doesn't notify when new tick comes and we must to generate it according to some event. This is event is total volume change. I believe our competition does the same since our results identical or almost identical 99% of time.
Historical data (data downloaded from IB servers or backfilling):
The data is the identical to IB TWS.
Solution: Turn on the option depicted on the screenshot attached and it will work fine.
- Attachments
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- IBVOLUME.PNG
- (14.8 KiB) Downloaded 387 times