Strange Range Bar with IB only

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momentum
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Strange Range Bar with IB only

Postby momentum » 15 Apr 2011

I am getting strange bars at prices that never traded using IB data. Setting is 6 point bars but happens with all sizes I tried for Points.
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Range Bar Prob MC.jpg
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Stan Bokov
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Re: Strange Range Bar with IB only

Postby Stan Bokov » 15 Apr 2011

Could you please make a 1-tick chart and check if you have spikes there?

momentum
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Re: Strange Range Bar with IB only

Postby momentum » 15 Apr 2011

Yes, but this is with FDAX on Eurex. I'm not seeing this on the ES.

Pic attached.
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MC Spike.jpg
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SUPER
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Re: Strange Range Bar with IB only

Postby SUPER » 15 Apr 2011

momentum wrote:Yes, but this is with FDAX on Eurex. I'm not seeing this on the ES.

Pic attached.



I had similar problem and SP's suggestion did the trick, maybe you want to try it out too.

viewtopic.php?f=1&t=8451


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