I'm using NT latest 7.00.4 with IB connection.
I check IB volume everyday at the end of the day. There was 4.5 million volume for the ES 06-11 yesterday. Check on CME site it was 4.5 million.
Why when i calculate with NT the volume from 16:15 the 15th to 16:15 the 16th the total volume give me 4 million?
I use tool: HDM the edit: option grid export to excel.
Cause the export is now in UTC the hours are all wrong and it becomes impossible to see when the day begin.
I just noticed that the margin error in volume has begun from the day of the 9th march 2011, before that the volume is ok.
I tought it could of been because of the change from the 7.000.2 to 7.00.4 version.
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