Pre-market volume spikes / Quotetracker charts

Discussion in 'Trading Software' started by tomahawk, Dec 7, 2009.

  1. I've been getting messed up QT volume charts on backfilling in pre-market. Here is a Quotetracker (using IB feed) volume chart of ES from last night @ 18:17. There is apparently a volume spike of 2 million, followed moments later by -2 million volume ....

    What is this??

    - Thanks.
  2. It's an old, well-known, often mentioned bug that they refuse to fix.
    Mostly happens when there are many trades happening in a symbol.

    (Only AMTD customers get quality support with QT)
  3. Thanks.

    I was told by Jerry at QT that it's just bad data, and the fix is to delete the volume spikes in the Raw data window. I still don't understand how such ridiculous numbers could show up in time and sales after hours (or any time), but I guess it doesn't matter.

    Anyway, QT ... always helpful and timely support.
  4. Schaefer


    Tick, and Volume data must be collected real time, if you're using IB-QT combination. Otherwise you'll get messed up data. You could delete the bad prints one at a time, but it's really time consuming.

  5. It seems to be hit or miss. Some mornings I do the backfill and all the overnight stuff looks fine. Lately though, almost every morning it's f*'d up.

    No worries, I know how to fix it now, thanks to Jerry at QT.
  6. That's what they say for years now.
    It is not true!

    (I save every tick of IB data continuously with a program that I wrote on my own, no volume spikes seen in there)

    Right. Because it's a QT bug.
    The problem is just that they do not synchronize backfill and ongoing realtime quote capturing properly. Therefore if some traffic is going on in a symbol at backfill time internal volume counters get messed up.

    Right. Never a problem when you do it realtime.
    One more hint that it's a QT problem, not an IB problem.
    But who wants to run the computer overnight because QT has a bug?

    Works sometimes, but not always.
    When it does not work it's a real mess.
    You can only wait one day, then repeat the backfill.