Volume difference between MC and IB charts

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TJ
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Volume difference between MC and IB charts

Postby TJ » 18 Mar 2009

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.


:-(
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2009-03-18_ES_MC_IB.gif
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2009-03-18_ES_IB.gif
2009-03-18_ES_IB.gif (120.33 KiB) Viewed 157 times

york timothy
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Postby york timothy » 19 Mar 2009

Hi TJ,
I am getting a similar situation with DTN where the volumes are out several million shares in some cases. Marina and the support have been working with me to resolve this issue. Hopefully it will be soon because I use volume charts.

Tim

york timothy
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Postby york timothy » 19 Mar 2009

After speaking with Marina, TJ, it appears our problems are different in nature. Marina feels that it might be that DTN can't handle the load of 400 symbols I use in my database. Sorry if I caused any confusion.

Tim

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Andrew Kirillov
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Postby Andrew Kirillov » 19 Mar 2009

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.
Image
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IBVOLUME.PNG
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