Quotetracker average volume prob.

Discussion in 'Trading Software' started by tr222, Mar 5, 2007.

  1. tr222


    I have a problem with my average volume in QT using IB feed.

    The problem is every morning around 10am, my average volume column changes for all my stocks. I use the Vol% column and this number is based off the average volume. So I may get a signal based on the wrong info in the average volume. The average volume numbers that are present at the market open match the one's in TWS, but when they change some of them can be considerably off.

    I emailed QT about this and they said that it switches over to the fundamental data, but they didnt have any reason why it was changing over when it does. Their solution was to stop the quotes and then just restart them. This is easy to do and it works, but i have to sit there watching the average volume column for whenever it changes and then change it back. Its a huge pain and a waste of time when i should be monitoring other things.

    Does anyone else have this problem or know how to fix it. If you havent noticed this happening could u take a look the next day and see if it is.

    Also, this is something else i noticed with the volume column.
    Here is an example from today (3/5): SPAR volume showed 19800 on the quote page right after the open. This seemed strange so i looked at the T&S. There had only been three trades at this time which were 1500, 400, 200, for a total of 2100. However on the quote page it was still saying 19800. So i changed the T&S to display in absolute form which shows the gradual accumulation of each print. And the numbers changed to 19200, 19600, 19800. So where did this first number of 19200 come from when the first print was only 1500. This seems to happen with a number of the stocks but not all.