IB/Ensign-Volume Reporting in Index Futures

Discussion in 'Retail Brokers' started by CAzzaro, Nov 6, 2006.

  1. CAzzaro


    I've noticed a problem with volume in ES as reported with IB data in Ensign on both 5 minute and 60 minute charts. What happens is that a number is reported for a 5 minute interval. If you later refresh the data, the volume could be wildly different. I might add that these numbers differ from the volume number reported on IB charts.

    Something is different here, because this is new in the last couple of weeks. Prior to that the volume seemed reliable. But lately there have been numerous examples of huge volume bars which later when refreshed turn out to be little more than average volume.

    Anyone experiencing this? Is this an IB problem or Ensign problem? Again, the volume number in Ensign is different than the volume number in IB charts.

    Thanks for any info.