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tradinginzen · 04-02-2009, 11:37 AM

I know this is a known issue, but I'm curious if there is a resolution in the works. With IB sometimes the volume on the live bar just goes nuts. It is different per ticker... for example, BGZ for me ALWAYS does it within seconds but other tickers like FAS and FAZ can run for hours.

Anyone?

NinjaTrader_Vincent · 04-02-2009, 01:09 PM

Hi,

We're not aware of this. Can you provide a reproducible scenario so we can test on our end.

tradinginzen · 04-02-2009, 01:36 PM

hmm... I thought it was a known issue that IB's feed will have incorrect volume show up on the last bar on occasion? Didn't I read this somewhere? Please confirm.

NinjaTrader_Vincent · 04-06-2009, 05:12 AM

Hi,

I think you were referring to this:
http://www.ninjatrader-support2.com/...ad.php?t=11056

tradinginzen · 04-09-2009, 08:23 AM

Yes I believe that is the issue. It is happening today... i'm looking at a SPY chart and the live bar's volume is HUGE from my IB feed into NT and all the other bars are almost zero. However, I can easily confirm this is not accurate.

Is there a fix for this?

NinjaTrader_Vincent · 04-09-2009, 08:35 AM

Please see here for more info:
http://www.ninjatrader-support2.com/...ight=IB+volume

tradinginzen · 04-09-2009, 08:49 AM

Thanks but I'm still not clear if there is a way to fix this? Or is this just a problem with the way IB handles volume and won't ever be fixed?

NinjaTrader_Vincent · 04-09-2009, 01:27 PM

That is correct.

Blz17 · 04-30-2009, 09:35 AM

I too get random spikes in volume. Today it happened on XLF. See image. So no way to address this issue?

NinjaTrader_Kyle · 04-30-2009, 10:20 AM

Hello Blz17,

Thank you for your post.

Unfortunately, that is correct. For more information about this issue, please see the following link: http://www.ninjatrader-support2.com/...ight=IB+volume

Blz17 · 04-30-2009, 10:23 AM

Okay, thanks for quick response.

04-02-2009, 11:37 AM	#1
tradinginzen Senior Member Join Date: Feb 2009 Posts: 105 Thanks: 0 Thanked 0 times in 0 posts	Interactive Brokers I know this is a known issue, but I'm curious if there is a resolution in the works. With IB sometimes the volume on the live bar just goes nuts. It is different per ticker... for example, BGZ for me ALWAYS does it within seconds but other tickers like FAS and FAZ can run for hours. Anyone?
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04-02-2009, 01:09 PM	#2
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	Hi, We're not aware of this. Can you provide a reproducible scenario so we can test on our end. Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

04-02-2009, 01:36 PM	#3
tradinginzen Senior Member Join Date: Feb 2009 Posts: 105 Thanks: 0 Thanked 0 times in 0 posts	hmm... I thought it was a known issue that IB's feed will have incorrect volume show up on the last bar on occasion? Didn't I read this somewhere? Please confirm.
	Facebook Twitter YouTube

04-06-2009, 05:12 AM	#4
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	Hi, I think you were referring to this: http://www.ninjatrader-support2.com/...ad.php?t=11056 Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

04-09-2009, 08:23 AM	#5
tradinginzen Senior Member Join Date: Feb 2009 Posts: 105 Thanks: 0 Thanked 0 times in 0 posts	Yes I believe that is the issue. It is happening today... i'm looking at a SPY chart and the live bar's volume is HUGE from my IB feed into NT and all the other bars are almost zero. However, I can easily confirm this is not accurate. Is there a fix for this?
	Facebook Twitter YouTube

04-09-2009, 08:35 AM	#6
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	Please see here for more info: http://www.ninjatrader-support2.com/...ight=IB+volume Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

04-09-2009, 08:49 AM	#7
tradinginzen Senior Member Join Date: Feb 2009 Posts: 105 Thanks: 0 Thanked 0 times in 0 posts	Thanks but I'm still not clear if there is a way to fix this? Or is this just a problem with the way IB handles volume and won't ever be fixed?
	Facebook Twitter YouTube

04-09-2009, 01:27 PM	#8
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	That is correct. Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

04-30-2009, 10:20 AM	#10
NinjaTrader_Kyle NinjaTrader Customer Service Join Date: Dec 2008 Location: Denver, CO, USA Posts: 7,353 Thanks: 146 Thanked 253 times in 249 posts	Hello Blz17, Thank you for your post. Unfortunately, that is correct. For more information about this issue, please see the following link: http://www.ninjatrader-support2.com/...ight=IB+volume Kyle NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

04-30-2009, 10:23 AM	#11
Blz17 Junior Member Join Date: Dec 2008 Posts: 4 Thanks: 0 Thanked 0 times in 0 posts	Okay, thanks for quick response.
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