IB/TWS - No H/L, Volume for ES,NQ, YM

Discussion in 'Retail Brokers' started by rcj, Oct 21, 2008.

  1. rcj


    Yeah.... stuck again as soon as AH begins.

    Heads up ... people..... lets get it FIXED...ok
  2. rcj


  3. JackR


    What charting package?

  4. rcj


    Jack .... its not the chart pak( QuoteTracker).

    Its a seemingly presistant problem with IB - been going on
    for months. Many reports from me and others.

    Its working now.

  5. JackR


    This is from the "IB data quotes without price without volume thread"

    OK here is the 6 O'Clock news. I am running QuoteTracker, TWS charts, Multicharts, and at Kiwi's suggestion, SierraCharts. All are connected to my live TWS. Of the four charting packages only QT is not showing any volume. All four had volume starting at 1600 EDT when I got them all running simultaneously. All four resumed volume after the 1615\1630 pause. However, on the GLOBEX 1800 restart:
    1) QT shows price candlesticks but no volume on a simple 1 minute chart. It shows nothing on a Constant Volume Chart.
    2)TWS charts, a 15 second candlestick and volume work.
    3) Sierra Constant Volume and a 5 tick with volume chart both work.
    4) Multichart Constant Volume and 10 tick with volume both work.

    So it would seem to be a QuoteTracker\IB interface problem.

    I verified volume started up at 2100 (another symptom) and have sent a message to Jerry Medved at QT.

  6. rcj


    Thanks for taking the time to post here. I will be interested to
    see what Jerry has to say.

    In past weeks IB reps have stated in PMs to me it is their issue.
    The tickers in TWS either go blank or show H/L/Vol from the
    just completed session. When this occurs QT will show no vol
    on the chart. As well i get no vol in t/s in QT.

    If you would like to see how often this issue has been occuring
    then go to the RetailBroker forum. Sort the forum by thread starter. Somewhere around pg 20 you will see "rcj". You will see that this same issue has come up repeatedly over time.


  7. JackR


    Got an answer from QT support:

    "The others may be using trade size. QT does not. QT goes by cumulative volume only and IB stops updating that or even sending that at times."

    So it would appear that your PM's may be correct. I say may as you can never tell with this stuff. Did the PM's indicate a fix was coming?

  8. rcj


    Hi Jack .... Def said they were working on it and i feel they are
    at this point because its seems to be evolving into a chronic issue.

    And ... thnx for the response from Jerry.

  9. JackR



    You might forward the QT response to your IB "PMer". It might help in their troubleshooting. It makes sense in that IB should reset the total volume to start at 0 for the 1800 ET restart. If they do so, and for some reason it resets, but does not restart the total volume feed, that would explain a lot.