Yes, but programs like Quotetracker, which I and many people use as a front end, use the TOTAL VOLUME for the day , which now includes spread trades, to construct the volume bars. So it creates a *huge* last bar when doing an intraday backfill. 50- 100 K large, depending what time of day , and how many spread trades there were. Medved, the programmer of Quotetracker claims he cant tell the difference between 'missing' volume bars and this spread trade volume. Not sure how this can be resolved. IB could omit spread trade volume altogether from the total figure, if that is an option. As is stands, the charts are ugly and innacurate, especially volume based bars. PS The charts in TWS do not display this problem as they do not do this 'adjust' for the difference in total volume and the sum of all the bars.
100% agree. This is a problem. Jerry Medved is quite right - there is no way to tell the difference via the API.
If I cared about volume I would vote to omit the spread volume --- it totally stuffs hsi up in the few days before rollover each month.
don't know about efficiency of IB's ticket system. ticket, placed @ 10 am 3 days ago still not even assigned to anyone. regular email to IB 5 years ago usually been answered(even if it did not solved your problem) in same day.
well..then something definetly wrong with IB ticket system. IBj-can you pm your email? there is couple screenshots i need to send to you. Thank you!