stock volume data problem in IRT - Investor/RT | futures io social day trading
futures io futures trading


stock volume data problem in IRT
Updated: Views / Replies:2,219 / 13
Created: by liuliuwang Attachments:2

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 2  
 
Thread Tools Search this Thread
 

stock volume data problem in IRT

  #11 (permalink)
 Vendor: www.linnsoft.com 
Milton, GA
 
Futures Experience: Intermediate
Platform: Investor/RT, MarketDelta
Broker/Data: DTN IQFeed
Favorite Futures: ES
 
LS Chad's Avatar
 
Posts: 150 since Apr 2010
Thanks: 2 given, 135 received

We have found and fixed the problem. Fix will be in version 10.5.6 which we should be releasing later today. Turns out, IB sends a volume number which must be multiplied by 100 for stocks on most exchanges. However, there are a few exceptions that we must handle. The exchange SEHK is one of those exceptions. We should be leaving the raw volume sent alone when in fact we were multiplying by 100. Thanks for pointing this out.

Reply With Quote
 
  #12 (permalink)
Trading Apprentice
signapore
 
Futures Experience: Intermediate
Platform: IB TWS
Favorite Futures: ES,Nikkei,HSI
 
Posts: 17 since Mar 2012
Thanks: 5 given, 2 received


LS Chad View Post
We are still investigating. It appears we are presenting the volume just as IB is sending it to us. It could be that IB is scaling down the volume for certain Asian contacts (/100). Will let you know once we hear back from IB on this.

hmm, that is strange, cause the end-of-day volume in IB is same as Yahoo finance, and also same as Hong Kong exchange website, while the volume in IRT is 100 times more.

also for your reference,
I tried to use the IB ActiveX API sample program to receive tick data from TWS, and confirmed the data sent out from TWS is "without multiplied by 100".
for example, when I see the last trade size in IB API sample program is "3000", IRT will show "300000"

anyway, right now, what I do is:
at end-of-day, I export all tick data from IRT for all stocks, and wrote a small program to modify the "last trade size" (divide by 100), and then, import the tick data series back into IRT.

again, so far, this problem only happen on HK stocks.

I monitor HK stocks and some futures listed in KRX, SGX and HK, ALL futures are OK, except one small issue:
if I restart IB and IRT during trading hours, the moment IRT make connection with IB TWS, IRT will show some strange big numbers of "last trade size" on all futures contracts, which totally mess up the intraday chart volume pane and volume indicators. (but this can be fixed quickly by doing a backfill.)

thanks for your help.

Reply With Quote
 
  #13 (permalink)
Trading Apprentice
signapore
 
Futures Experience: Intermediate
Platform: IB TWS
Favorite Futures: ES,Nikkei,HSI
 
Posts: 17 since Mar 2012
Thanks: 5 given, 2 received



LS Chad View Post
We have found and fixed the problem. Fix will be in version 10.5.6 which we should be releasing later today. Turns out, IB sends a volume number which must be multiplied by 100 for stocks on most exchanges. However, there are a few exceptions that we must handle. The exchange SEHK is one of those exceptions. We should be leaving the raw volume sent alone when in fact we were multiplying by 100. Thanks for pointing this out.

great !
that makes sense.

will save me a lot time to import/export, :-)

you guys are one of the best in terms of client support !

Reply With Quote
The following user says Thank You to liuliuwang for this post:
 
  #14 (permalink)
Trading Apprentice
signapore
 
Futures Experience: Intermediate
Platform: IB TWS
Favorite Futures: ES,Nikkei,HSI
 
Posts: 17 since Mar 2012
Thanks: 5 given, 2 received


LS Chad View Post
We have found and fixed the problem. Fix will be in version 10.5.6 which we should be releasing later today. Turns out, IB sends a volume number which must be multiplied by 100 for stocks on most exchanges. However, there are a few exceptions that we must handle. The exchange SEHK is one of those exceptions. We should be leaving the raw volume sent alone when in fact we were multiplying by 100. Thanks for pointing this out.

I updated to the new version and confirmed the problem is solved.
thanks again for help.

Reply With Quote

Reply



futures io > > > > stock volume data problem in IRT

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
IRT vs CRITICAL DATA or RANCHO DINERO MadTr8r Investor/RT 42 March 3rd, 2014 10:40 PM
A Tiny Problem For The Stock Market Right Now kbit News and Current Events 0 December 5th, 2011 10:29 PM
Problem to load historical data michaelbr MultiCharts 4 November 1st, 2011 12:25 AM
2nd Data Series Problem nismo EasyLanguage Programming 7 September 8th, 2011 10:30 AM
Where's the volume? Stock trading quiet in July kbit News and Current Events 1 July 24th, 2011 07:24 PM


All times are GMT -4. The time now is 01:27 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-14 in 0.08 seconds with 20 queries on phoenix via your IP 54.234.255.29