TWS Version: 918.9b
For the past two days, I have noticed highly unusual volume bars for the instrument 6E 12-11 on NT created 5 minute charts in which IB is the data provider. When all historical data are reloaded, the problem is resolved. My initial thoughts were that this is a problem with IB. However when I compared the volume data for this instrument between a TWS realtime chart and one created by NT, the TWS realtime chart plots the correct volume at all times. For some reason the NT created volume bars, at times, are highly erroneous and the error is invariably on the high side.
Here are two images to illustrate the problem. This is a TWS created realtime chart:
and here is the equivalent chart created by NT:
The volume bar on 14:20 CST (3rd from the left) on the TWS chart is a volume bar that is below 2500 contracts. However the NT created chart for the same bar (13:20 MST - 2nd fromt he left), shows the volume to be in excess of 5000 contracts. As I stated previously, a historical data refresh corrects this problem. However it appears that somehow NT is incorrectly calculating the realtime volume.
I understand that the most recent NT supported TWS version is 917 and what I have is 918. I was forced to upgrade to this version due to instability issues that I experienced with 917.
I have been using this version for quite a while and I noticed the first occurrence of this problem only yesterday.
Please advise.
Thanks in advance.
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