Incorrect RealTime Volume with IB stock charts

[trignal]

I am on the latest NinjaTrader version 8.0.8.0 and seeing a serious bug with realtime equity volume displayed in NinjaTrader (under-reported by almost a factor of 5)

When data is reloaded the correct volume appears again. This appears to be a calculation bug only with stocks. Interactive Brokers has a volume multiplier of 100 for stocks. Possible bug in updating the volume correctly in Real-Time. This does not seem to be a problem for futures data.

As IB does not have tick or volume charts, this is a serious issue that will prevent trading equities where you have to rely on volume information.

Thanks

[NinjaTrader_PatrickG]

Thanks for bringing this to our attention. I am investigating this on my end and I will be updating you when I have more information. Thanks in advance for your patience.

[NinjaTrader_PatrickG]

Interactive Brokers provides filtered data. This means that not all data points, including volume, will be received by NinjaTrader. This applies to all data sent by Interactive Brokers to NinjaTrader.

If you notice this specifically with equities then we will need to investigate further.

[Harry]

This is just to confirm that Interactive Brokers should not be used as a data provider. I do trade futures via Interactive Brokers, but I do not use the data.

Data from Interactive Brokers is cheap, but

-> there is no historical tick data
-> real-time tick data is snapshot data, not real ticks
-> real-time volume is estimated and not compatible with historical volume

You get what you pay for. For futures, it is recommended to combine order execution through Interactive Brokers with a decent real-time data feed.

This has been going for ten years, unless they have recently changed it without me realizing the change .. :-)

[trignal]

I understand the issue with snapshot data and I'm ok with volume not being exact but after historical data is loaded on a 1min chart (for ex. although same issue exists for 5 min charts as well) for any stock/etf, all subsequent minute volumes are completely off. For instance showing 2k when the real volume is 12k. This makes the volume information completely misleading. Reloading the chart updates the volumes correctly again. I suspect the 5sec chart updates are not correctly using the multiplier for the volume. As this issue doesn't affect futures data to this extent, I believe it is specific to stocks. It should be easily reproducible but if you need screenshots please let me know.