IB data quotes price without volume

Acqua,

download SierraChart or NinjaTrader. I'm pretty sure you can get a free week of SC to see if its showing the same problem. And the free version of NT seems to be showing volume pretty well.
 
AQ:

OK here is the 6 O'Clock news. I am running QuoteTracker, TWS charts, Multicharts, and at Kiwi's suggestion, SierraCharts. All are connected to my live TWS. Of the four charting packages only QT is not showing any volume. All four had volume starting at 1600 EDT when I got them all running simultaneously. All four resumed volume after the 1615\1630 pause. However, on the GLOBEX 1800 restart:
1) QT shows price candlesticks but no volume on a simple 1 minute chart. It shows nothing on a Constant Volume Chart.
2)TWS charts, a 15 second candlestick and volume work.
3) Sierra Constant Volume and a 5 tick with volume chart both work.
4) Multichart Constant Volume and 10 tick with volume both work.

So it would seem to be a QuoteTracker\IB interface problem. I'm going to verify that QT starts working at 2100 ET and then send a detailed message to Jerry Medved @ QT.

Jack
 
Jack,

Thanks for your notes. I had to step out for most of the day, i'll run my Sierra-QT comparison tomorrow.

One thing i noticed though is that today, the schedule changed compared to previous days.
Quotes missing volume started at 5:30 pm ET and normal quotes resumed at 6:30 pm ET.

The backfill feature is still useless and misses that hour of data.

I'll post my findings tomorrow so we can compare notes.

AQ
 
Got an answer from QT support:

"The others may be using trade size. QT does not. QT goes by cumulative volume only and IB stops updating that or even sending that at times."

In a related thread "rcj" said that IB had sent him PM's indicating that it was their problem. I've asked him if they indicated when a fix was coming. It seems to me that if QT is correct this has nothing to do with TWS, it is a data generation or data distribution problem.

Jack
 
That's not very encouraging...

I'll update my open IB support ticket with this info.

I'll keep posting my findings here.

AQ
 
Bittersweet report.

Sweet first:

It's 9:51 pm ET and today the dynamic IB-QT duo went without missing the volume quotes all day long.
Compared to Sierra Charts and the data is almost identical.
First day in a week, that IB data feed doesn't miss the volume quotes during a full 24 hour period.

Bitter:
At exactly 11 am ET i got a flat bar about 1200 pixels wide (first time in 3+ years), it shifted the chart more than a full screen width.
Backfill didn't fix the issue.

All in, it's mixed feelings. IB fixed one thing but screwed up the other.

I'll leave both QT and Sierra running, and post again my findings after tomorrow.

AQ
 
Clean Report today.

Real time data worked without a hitch today.
Both SierraCharts and QuoteTracker using the IB data feed displayed almost identical charts.

During the Globex hours and during the usual downtime of the volume quotes i experienced during the last few days, both platforms worked fine and the charts displayed properly.

And no weird flat lines during regular trading hours.

Looks like IB figured it out, and that makes me a happy camper.

Hope everyone else is having a similar positive experience.

AQ
 
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