I have an issue that has been bothering me for some time - I use Interactive Brokers as my data feed and have checked other futures contracts and I get the same result.
Volume appear to be normal in the NT7 platform but with the NT8 platform the volume is considerably reduced.
If I reload the data during the day, the data is comparable to what is seen in NT7 but from that time onwards, the volume data once again falls away.
As can be seen by the attached charts, there is a marked difference in the volume levels between the 2 platforms. I've included one chart where I superimposed the volume(bottom panel) from a chart I was running during the day and had reloaded the data in the afternoon. The volume in the top panel is from a chart created after the market close.
Why is it that NT7 can maintain the correct volume levels but NT8 fails to do so ?
Is there some setting that I have overlooked ?
Appreciate any advice you can offer !!
Eric
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