I'm seeing large spikes in the last bar when doing at backfill in the ES (QuoteTracker). Are we having the same problem we did the last rollover?
You guys know what Im talking about? We had a big prob last quarter, I think it hasnt been fixed. Try backfilling ES or NQ with Quotetracker or other api driven prg, during the day You will see a large vol spike at the end, not visible on the IB tws chart.
This seems to have been an ongoing problem for the past few days. IB (in a chat I had with them via my account) says they are aware of the problem but weren't very specific beyond that. It seems to affect only CME backfill as YM (ECBOT) is fine. There are workarounds if you use Ensign for charting as they have DTN backfill, but I don't know about any other programs. What is odd is that not "everyone" sees this problem. If someone don't have the problem, they may think it's a problem with your PC or setup, but it is clearly an IB problem. I suggest you, and others seeing this problem, inform IB about the backfill problem. Open a problem ticket or use the chat, but the more people let them know about it, they'll get a better idea of where the problem is. amg
You have to backfill in the middle of the day. If you clear todays prices in QT and backfill you will see it,