Volume charts issue with IB

Questions about MultiCharts and user contributed studies.

Volume charts issue with IB

Postby Leggo » 26 Oct 2006


I am using MC latest version with IB TWS and noticed that there is a difference in the volume charts for which the data are plotted real-time with the exact same chart (i.e same symbol, sessions etc) when the data is downloaded from IB's historical database. Is this normal? Or maybe realtime MC occasionaly misses some ticks, or does not update database when market is fast?

User avatar
Alex Kramer
Posts: 834
Joined: 23 Feb 2006

Postby Alex Kramer » 27 Oct 2006

The realtime data uses local time, and for the same reason (transaction start time is local), some ticks may be missing when realtime is requested.


Postby Leggo » 28 Oct 2006

Thanks for the reply Alex. What you say makes sense, so that means that volume charts with IB data are not very useful since there will always be some ambiguity as to what the exact time is. And by useful I mean for testing and backtesting strategies and even applying data sensitive sensitive indicators.

I also notice that even if I collect realtime data ( from IB) that are stored in the local database, the volume chart sometimes looks different when it is reopened the next day with the same data that is taken from the local database. I imagine that tick charts will behave similarly though have not checked it yet and have not tried this with the new MC beta. Any idea why this might be? I imagine that a paid feed such as esignal will not have these iissues am I right?

Thanks a lot for all the help and continued input to our questions!

Return to “MultiCharts”