Pre-market volume spikes / Quotetracker charts

T

tomahawk

I've been getting messed up QT volume charts on backfilling in pre-market. Here is a Quotetracker (using IB feed) volume chart of ES from last night @ 18:17. There is apparently a volume spike of 2 million, followed moments later by -2 million volume ....

What is this??

- Thanks.
 

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It's an old, well-known, often mentioned bug that they refuse to fix.
Mostly happens when there are many trades happening in a symbol.

(Only AMTD customers get quality support with QT)
 
Quote from uexkuell:

It's an old, well-known, often mentioned bug that they refuse to fix.
Mostly happens when there are many trades happening in a symbol.

(Only AMTD customers get quality support with QT)
More...

Thanks.

I was told by Jerry at QT that it's just bad data, and the fix is to delete the volume spikes in the Raw data window. I still don't understand how such ridiculous numbers could show up in time and sales after hours (or any time), but I guess it doesn't matter.

Anyway, QT ... always helpful and timely support.
 
Tick, and Volume data must be collected real time, if you're using IB-QT combination. Otherwise you'll get messed up data. You could delete the bad prints one at a time, but it's really time consuming.

Schaefer
 
It seems to be hit or miss. Some mornings I do the backfill and all the overnight stuff looks fine. Lately though, almost every morning it's f*'d up.

No worries, I know how to fix it now, thanks to Jerry at QT.
 
Quote from tomahawk:

I was told by Jerry at QT that it's just bad data,
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That's what they say for years now.
It is not true!

(I save every tick of IB data continuously with a program that I wrote on my own, no volume spikes seen in there)

Quote from tomahawk:

I still don't understand how such ridiculous numbers could show up in time and sales after hours (or any time), but I guess it doesn't matter
More...
Right. Because it's a QT bug.
The problem is just that they do not synchronize backfill and ongoing realtime quote capturing properly. Therefore if some traffic is going on in a symbol at backfill time internal volume counters get messed up.


Quote from Schaefer:

Tick, and Volume data must be collected real time, if you're using IB-QT combination.
More...
Right. Never a problem when you do it realtime.
One more hint that it's a QT problem, not an IB problem.
But who wants to run the computer overnight because QT has a bug?


Quote from Schaefer:

You could delete the bad prints one at a time, but it's really time consuming.
More...
Works sometimes, but not always.
When it does not work it's a real mess.
You can only wait one day, then repeat the backfill.
 
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