Quote from ITR2744:
volume spikes (using Volume bars) are a common problem using quotetracker and IB's feed (as well using DTN etc.). Recently it has gotten better...
Yes, it is a well-know bug of QuoteTracker which they know already for long. No, there is no change to this behaviour.
Unfortunately they refuse to fix it (seems they got lazy after Ameritrade deal).
I record TWS data separately and can compare it - IB data is ok so far within their parameters.
It has to do with back-filling: QT gets confused often when backfilling during periods where a lot of trading takes place.
You can usually work around it by doing one of the following:
1. Edit the data directly using Ctrl+D (data window), turn filtering off then mark the spike data (perhaps some data around), delete.
2. Clear the spike by centering the spike in your chart window then delete it with Ctrl+Shift+L (delete low spike) or Ctrl+Shift+L (delete high spike).
3. Delete the data of the whole day (right mouse-button click, select clear data..) where the spike happened and backfill again.
Sometimes all that doesn't work. You have to wait until the next day. Then you can clear the data of the whole day, backfill again.
Quote from FortuneTeller:
I was once told that QT further aggregates IB's data as it comes into QT.
QT stores data in the first place as it comes in.
After some days (think it was 4-5 days) it compresses them (builds 15sec-bars of them) to save memory (strange anyway with current RAM and HDDs). You can see this clearly on constant volume charts - ugly block artefacts appearing there after some days.
Taken together:
I like QT somehow because it is quite fast, gives a clear picture.
But unfortunately it comes into its years and people don't seem to care anymore to improve it.
