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Date/Time: Thu, 18 Oct 2018 17:19:12 +0000



Interactive Brokers Stock Volume Data Problem / Antivirus Flag

Support Request:
[2015-12-24 04:45:12]
rc7rader - Posts: 139
Pre-release version 1343 is being flagged by Avast as containing a virus (see attached image) and is preventing me from installing it. I am forced to update because Sierrachart is not running on 1297 anymore. I wanted to try version 1343 hoping that IB volume was fixed.

I previously updated to 1336 from 1297 but went back to 1297 since IB volume still has a problem. Volume was always lower on the charts of stocks I trade and I have to keep refreshing for volume to be corrected. I could not trust the volume shown on the chart so it affects my trading. The time and sales window showed a lot of single digit volume trades going on along with trades with volume of 100 or more. Obviously, there was something wrong because when I went back to version 1297, I do not see any single digit volume trades on the time and sales window. You said that the IB volume problem was supposed to have been fixed in 1336 but it was not.

I didn't want to update since I don't use the new features added to Sierrachart, but I'm forced to because Sierrachart would not run anymore.
Date Time Of Last Edit: 2015-12-24 04:47:55
imagesierrachart.jpg / V - Attached On 2015-12-24 04:37:19 UTC - Size: 79.76 KB - 127 views
[2015-12-24 05:57:01]
Sierra Chart Engineering - Posts: 64948
You said that the IB volume problem was supposed to have been fixed in 1336 but it was not.
It is resolved to our knowledge but we will look into this again.

Versions 1330 an earlier are no longer allowed to use Interactive Brokers.

Regarding your antivirus/anti-malware software, this is a false positive. It is not possible for there to be anything harmful from Sierra Chart because the code base is clean and all of the executables are freshly generated and then immediately distributed to users from a secure system.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2015-12-24 06:07:31
[2015-12-24 06:08:02]
Sierra Chart Engineering - Posts: 64948
"Interactive Brokers" was mis-dictated in the prior post. It has now been corrected.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-12-24 14:43:48]
rc7rader - Posts: 139
Volume still has not been corrected on IB. The time and sales windows prints a lot of less than 10-share trades and unusual shares traded which was not common in version 1297. As a result, total volume showing on the chart is lower than the actual volume. I have to refresh the chart all the time to get the correct volume on the chart. See attached time and sales window for NKE which is heavily traded today. How can I trade when I cannot rely on the chart?

I don't understand why I am forced to use a version that does not print the correct data. Can't I go back to version 1297 until this problem is fixed?
Date Time Of Last Edit: 2015-12-24 14:44:42
imagetime_and_sales.jpg / V - Attached On 2015-12-24 14:39:44 UTC - Size: 49.58 KB - 106 views
[2015-12-24 14:47:59]
rc7rader - Posts: 139
The chart also shows incorrect volume, see attached. How can I use sierrachart with this incorrect volume data?
Date Time Of Last Edit: 2015-12-24 14:52:14
imageincorrect_chart.jpg / V - Attached On 2015-12-24 14:47:37 UTC - Size: 167.86 KB - 106 views
[2015-12-24 14:57:52]
rc7rader - Posts: 139
If I refresh chart, the volume is corrected. I cannot keep on refreshing chart while I'm trading. It's a big distraction. Notice the volume on the time and sales shows a lot of less than 10 shares trade. I think this is messing up the volume.

Please fix this and in the meantime, please let me go back and use version 1297.
imagerefreshed_chart.jpg / V - Attached On 2015-12-24 14:57:15 UTC - Size: 171.23 KB - 103 views
[2015-12-24 21:32:52]
Sierra Chart Engineering - Posts: 64948
We are going to look into this. But we can see no reason for the problem after reviewing the code.

You can use version 1297 at this time. We have removed the restriction for that.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-12-24 21:41:37]
Sierra Chart Engineering - Posts: 64948
We have now tested this and the stock volume data from TWS is properly multiplied by 100. We see no problem whatsoever.

Here is a screenshot:
http://www.sierrachart.com/image.php?l=1450993267183.png
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-12-24 21:45:33]
Sierra Chart Engineering - Posts: 64948
Volume still has not been corrected on IB.
Our testing shows that the problem has been corrected. So at this time we do not have an explanation for the screenshots you have posted. What we show is completely contrary to what you show. We do not know the reason for the difference.

Also, if you really want a proper solution to this, contact Interactive Brokers and insist that they transmit the correct volume data. The proper solution lies with Interactive Brokers and not with Sierra Chart. It is fully the responsibility of Interactive Brokers to transmit correct volume data. It is not proper for us to be manipulating the volume data in order to make it "correct".

At this point, we consider the matter resolved and we will not spend any further time on this unless it is very apparent what the problem is and what we need to do.

It is essential, that Interactive Brokers takes proper responsibility and provides users what they require. So please at this point direct your complaints towards Interactive Brokers because it is them who should be receiving the complaints. Not us.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2015-12-24 21:50:07
[2015-12-24 21:48:31]
Sierra Chart Engineering - Posts: 64948
Furthermore, if you want reliable market data rather than struggling with Interactive Brokers data, use the Sierra Chart Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

This is going to be the best and most proper solution.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-12-24 21:55:50]
Sierra Chart Engineering - Posts: 64948
Actually contemplating this some more, we think the most appropriate solution is for us to simply not be multiplying the Interactive Brokers volume data at all and therefore make it "incorrect".

You can then disable the option to use the Sierra Chart Historical Data so there is no mismatch between the historical volume data and the real-time data.

If then you are not happy with historical data problems and real-time data problems from Interactive Brokers, you can then choose to use the Sierra Chart Exchange Data Feed if you want.

It is not proper for us to be getting into the middle of this.

Therefore our decision is we are going to be removing the volume multiplier altogether. We are making this change now.

You will have to make a decision as to whether you want to rely totally on Interactive Brokers market data or use the Sierra Chart Exchange Data Feed, or just simply use another program other than Sierra Chart. Other than allowing you to use version 1297, we are not going to do anything further with volume data from Interactive Brokers other than removing the current multiplier.

To disable the use of Sierra Chart historical data so you can solely rely on Interactive Broker substandard data, uncheck Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds

It is not right for us to beginning complained to when this problem is not ours to begin with at all. We have now locked this thread.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2015-12-24 22:08:34

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