weird spikey volume with IB and asian futures?

Discussion in 'Retail Brokers' started by jedwards, Apr 15, 2010.

  1. I'm seeing some really weird regular spikes in the IB volume.

    I chart out the HSI using 1 second "candles" so that I can see the volume, because watching the market depth is way too confusing because of how quickly it jumps around. (Don't bother critiquing how useful this is, I'm not sure if it's useful but I'm trying it out :) )

    Anyway, I see the following kind of data in the volume (see attached).

    As you can see, every 15 seconds, there's a huge spike in volume. Would anyone know what this is?

    If I had to guess, it would be the fact that IB's volumes aren't correct, and every 15 seconds, they "correct" the volume balance with a big chunk of volume. But I'm not sure... if anyone could verify this that would be great. I see similar types of patterns on the KOSPI as well.

    If this is the case, then the data feed from IB is useless for me. Would anyone know of a broker that would give good Asian futures quotes?
  2. Here's the chart that didn't seem to attach.
    • hsi.jpg
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