ES Journal - 2012

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Quote from gmst:

1549-1550 EST - I see the largest # of contracts and IB gives it to be 27840 then in next minute, its 20212. Number of contracts you see is far different ?? Is it because IB misses ticks ?

Ah yes I did see this and meant to post this:

http://www.screencast.com/t/BhPf6mpKh

I was referring to a rolling 60 second number of contracts traded, not aligned to a 1 minute bar. So 37K contracts traded in 60 seconds, but those 60 seconds were not aligned to the minute bar. I'm sure the IB volume total is accurate.
 
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