Incorrect data in TWS

Discussion in 'Trading Software' started by ILTrader, Mar 29, 2014.

  1. jharmon

    jharmon

    Get a complete time & sales report on the stock and compare - that's the only way to really find what has happened.

    As I reported earlier I suspect they are including odd-lot trades in their OHLC statistics. This should be relatively easy to spot since it would be the only highest/lowest outlier for the day.

    Incidentally, the NASDAQ high for ECPG was $56.06 and NASDAQ low was $49.04. That's for NASDAQ-only trades.
     
    #11     Apr 2, 2014
  2. ILTrader

    ILTrader

    I tried to get the data from eSignal in hope that i will not get the incorrect data (odd lot), but it didn't help, it still show the "odd lot"
     
    #12     Apr 21, 2014
  3. gmst

    gmst

    I have asked this question many times to IB reps, raised tickets, but never got a satisfactory answer.
     
    #13     Apr 21, 2014
  4. ILTrader

    ILTrader

    I do not understand how professional traders can trade with their charts, especially traders that rely on trend lines and support and resistance

    For example , see the chart of MPEL
    The high in the chart is 37.96 and the real high is 36.73, it is more then 1 dollar, a huge difference
     
    #14     Apr 21, 2014
  5. Bob111

    Bob111

    i said it long time ago(i'm talking about YEARS,not months)-IB is using odd trades(as "much" as 2-5 shares) to define high \low of the bar or even EOD.
    good luck using indicators or whatever without prior filtering their data
     
    #15     Apr 21, 2014
  6. Bob111

    Bob111

    i have a ticket open for a couple months. still waiting for legit answer with links from whatever party that regulates this s****
    so far-nothing but silence,forget about info from legit sources
     
    #16     Apr 21, 2014