A few months back when I noticed vol dropping on everything else. Looked at HSI and it had become manageable again. I use IB data as a feed. With Sierra Chart you can combine true data and live data so that you get the best of both - a true up to the millisecond (100) close and corrections to the highs and lows every 5 seconds from the true data. If you use the true data volume you don't need to refill to see the volume spikes as it comes with the 5 second OHLCVT true data bars.
Yes, and beware all API traders that you have to unable new order protections( % price, volume ...) before running your system... My orders appeared decuplated after the order protection message showed up...
I am having problems with Opening Prices displayed by TWS. On friday they did not display at all. Today they are displayed but seem to be opening prices for Pre-Market trading or some other prices. Anybody sees this? It is possible that I need to upgrade. I am using 885.7 July-25-2008 build, Java 1.6.0_10-rc
Yes, the opening prices are screwed. Today's opening price for spy is shown as 10,000. The problem is on and off: it started like month back and then it was ok for a while and now they stopped sending the opening price again. And I was using the same version all the time.
Knowing the way the fed and fed gov't manipulate the market, how do you know the opening price wasn't 10,000?
Seeing bid/ask all over the place today for SPY. They get stuck at certain values, or are just generally not in sync with last. I'm seeing this both in TWS and API calls from my code. So annoying...