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MultiCharts and IQFeed vs TradeStation for UpTick/DownTick data
I managed to recreate this issue. In MC 6 the minute bars appear to return total volume rather than uptick volume when using the uptick keyword. Tick bars work as expected, and that is what I normally use for volume delta visibility. But today I tried to apply a volume delta indicator to a 5 minute chart and observed the issue.
So I think if you switch to tick bars you will find the correct data.
As for how to make the minute bars work correctly, I have to meditate on that...
Disregard the prior post. I'm just seeing the issue in MC6 that MC is addressing with MC7 using IQFeed by allowing time based intraday bars to be built using tick data from the data provider.
Interesting, I also found the upticks/downticks in tick data was only correct for a few weeks of history. Prior to that it started missing data in smaller and then larger chunks (see previous post). (Looking at ES contract.)
