hello,
I have recently opened an account with Interactive Brokers, and I am waiting to apply my systems in this broker through multicharts.
My systems take into account volumeUp and volumeDownn, but when loading the future from the interactive brokers data feed, setting the future continuous @M6A, the chart in 40 minute resolution and in TRADE VOLUME, it turns out that it only gives me the Up and Dwon volumes of the last two bars, however for the previous bars it only gives me the total.
Does anyone know why this happens?
Maybe I'm configuring something wrong?
I attach an image with the volume provided of the last bar and that of another much earlier bar.
Thank you
volume up dwn in historical bars [SOLVED]
- ABC
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Re: volume up dwn in historical bars
Hi MAZINGUER,
the explanation might be that not all data providers provide historical up/down volume and therefore you only see the value on bars that were received in realtime.
Regards,
ABC
the explanation might be that not all data providers provide historical up/down volume and therefore you only see the value on bars that were received in realtime.
Regards,
ABC
- Kate MultiCharts
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Re: volume up dwn in historical bars
Hello,
With historical data Interactive Brokers only provide Total Volume.
In real-time MultiCharts uses received tick data to calculate Up and Down Volume locally.
With historical data Interactive Brokers only provide Total Volume.
In real-time MultiCharts uses received tick data to calculate Up and Down Volume locally.
Re: volume up dwn in historical bars
Mazinguer.. Yes IB offers free data-- but for very little (i think its like$10 a month) you can get after market data (cqg/rithmic) and they offer tick level data/history further back... I know cqg offers 30 days and i think rithmic offers history back as far as the equity has been open.. I contacted rithmic just a few days ago to confirm and for mes (micro s&p) they go back a year.. Cause that is how long they said its been available.. Vs other items went back much further..