Volume Discrepancy between minute & Day Charts with IB d
Posted: Mar 22 2007
Please find attached a chart of HSI futures with a 30mins data and also Daily data plotted.
Subchart1: HSI futures 30 min price
SubChart2: HSI futures 30min Volume
SubChart3: HSI futures 1 Day price
SubChart4: HSI futures 1 Day Volume
Noticed at 9:50:50 , about 5 minutes after market opens, the 30min volume shows 1679, but the Day volume shows 1871.
But they should be the same.
IF the cumulative volume in IB's price messages is correct, why does Multicharts post different volumes ?....
I noticed the same problem for other Futures too.
Does it mean for all intraday Charts.. the volumes are way out ?
Subchart1: HSI futures 30 min price
SubChart2: HSI futures 30min Volume
SubChart3: HSI futures 1 Day price
SubChart4: HSI futures 1 Day Volume
Noticed at 9:50:50 , about 5 minutes after market opens, the 30min volume shows 1679, but the Day volume shows 1871.
But they should be the same.
IF the cumulative volume in IB's price messages is correct, why does Multicharts post different volumes ?....
I noticed the same problem for other Futures too.
Does it mean for all intraday Charts.. the volumes are way out ?