Hello everybody,
Just collecting 1 minute bars for German Bund having IB as data provider.
I see on MC charts many spikes but in the IB chart these spikes are not existing.
MC does not filter spikes?
GB
Spikes in IB Charts [SOLVED]
- Stan Bokov
- Posts: 963
- Joined: 18 Dec 2009
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Re: Spikes in IB Charts [SOLVED]
MC does not filter spikes. You should direct all questions regarding quality of data to IB. However, there is one thing that might help.
Go to QuoteManager > Tools > Data Sources > Interactive Brokers > Settings >
and enable the Generate a new tick if Total Volume changes.
The ticks will look differently, but you will not rely on IB tick data anymore.
Go to QuoteManager > Tools > Data Sources > Interactive Brokers > Settings >
and enable the Generate a new tick if Total Volume changes.
The ticks will look differently, but you will not rely on IB tick data anymore.