I started having trouble with IB dropping volume on back fill. I have seen that on iwm, uwm, eem, eev as some examples. I noticed it first with IWM 5 minute chart using the VFI indicator where the volume plot is missing back to the point where the volume is correct. The 1, 15 and 60 minute charts were OK. UWM is failing on 1, 5 and 15 minute charts. For the most part it is 5 minute charts that fail. Quote Editor shows the volume is missing. The missing data starts around 11/23 at 3 PM. IWM has a volume gap, the value is 0, from 11/20 to 11/23.
With EFA the 1 and 60 minute are OK but the 5 and 15 minute fail. Anyone have any idea what is going on either with the plug-in or IB data? I reported this problem to IB customer service but probably won't hear back for a week or more. They have not been very responsive. Thanks, Barry
