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
- Stan Bokov
- Posts: 963
- Joined: 18 Dec 2009
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Re: Spikes in IB Charts
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.