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rcj
 

Registered: Aug 2005
Posts: 1614

 

05-02-12 09:17 PM

UPDATE....................Still Nothing.

IB ticket still showing: "INPROG" this afternoon.

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dst
Interactive Brokers

Registered: Sep 2004
Posts: 129

 

05-02-12 09:38 PM


Quote from dst:


We are checking why native volume (and high/low) is now ticking slower than it use to be (this is likely related to the fact how frequently this data is delivered to us from exchange); calculated volume is still ticking very frequently.




We found the issue; the volume will be ticking as frequently as it used to be shortly, it will take couple of days to fully take effect. Thank you for your patience.

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TIKITRADER
 

Registered: Nov 2006
Posts: 3145

 

05-02-12 09:58 PM


Quote from dst:

We found the issue; the volume will be ticking as frequently as it used to be shortly, it will take couple of days to fully take effect. Thank you for your patience.



Thank you, and to rcj for bringing this to attention.

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reiehaxm
 

Registered: Jul 2002
Posts: 242

 

05-03-12 03:39 PM


Quote from dst:

We found the issue; the volume will be ticking as frequently as it used to be shortly, it will take couple of days to fully take effect. Thank you for your patience.



Thank you for the update dst. My ES is working again. Still waiting on the CL.

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reiehaxm
 

Registered: Jul 2002
Posts: 242

 

05-03-12 04:12 PM

dst ..... quick question about "native" and "calculated" volume.

it seems the the two types of volume are more closely matched on the ES over the CL.

The % difference is much greater with CL than with ES.

Currently have 850K calculated and 857K native on ES
Currently have 147K calculated and 181K native on CL

If this information is from the exchanges how do most quote services deal with the discrepancy or is this just an IB issue?

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orionn
 

Registered: Sep 2006
Posts: 35

 

05-07-12 03:25 AM

Although the ticket status is still 'in progress', the issue seems to be already solved - volume is updating frequently as it used to.

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