An old thread I know but... I'm considering moving to the IB HK server because of the difference in reset time....but I'm being told by IB support that in doing so I would lose access to volume data. Could someone who connects to the HK server please confirm to me that this is the case? Seems odd to me that nobody who trades via the HK server is bothered by the lack of volume data. Thanks.
Never connected to long to US server so don't know what I am missing, but for futures with Sierrachart volume and last size is recorded cumulatively by e.g. Sierrachart. HTH
Unless things have recently changed, on the HSI, SPI (SNFE), SGXNK and maybe others, TWS does not provide volume. It provides only last size. In other markets, charting software should calculate bar volume from the cululative volume, but in these markets, software needs to calculate bar volume from last size events.
Thanks for answering. Just to clarify: You're saying that, when TWS is connected to the HK server, cumulative volume is reported in the normal way (eg. for Nasdaq stocks or Globex futures) except for those specific markets which you mention?
def can give you a better answer but I think there are two halves to the answer (I also trade with Sierrachart using IB and the HK server and am very happy with the service). You definitely get a volume feed (last price, last vol etc) from the HK server for HK, European and US markets. However, I understand that this year IB has been providing "true volume" for various exchanges. I believe these were the major US futures exchanges (but don't know for sure) and it is possible that this volume data is not passed through the HK server. Perhaps someone from IB can provide the "true answer."
No point in switching in HK server as IB is moving now closer to 24h uptime. The nightly us server resets only last about 10 minutes now.
Yes, it would be good to get a definitve answer from IB. I'm not connected to the Hong Kong server and the HSI feed has no volume ticks either on TWS or through the API. SPI is the same. Seems a bit daft if you need to be connected to the HK server to get volume but in other respects the HSI feed works. No big issue, but it would be good to know the exact situation.
I'm in HK and use IB's HK server. It is true that IB doesn't provide the true cumulative volume for HSI, MHI, and HHI. It's gotta be due to the exchange not providing the volumes as the column "Volume" in TWS is always blank. But, as far as I'm concerned this is absolutely not a problem as I am connecting TWS to TS2000i and TS will calculate all the cumulative volumes for me. The difference between the volume I get and the official volume as provided on the website of the exchange are those trade done during pre-opening which I don't care at all. Latency may be a problem if you are in the US and plan to change to HK server: because when I, a HK resident, ping HK server I have a latency of 7ms, but when I ping US server I get 2000ms.