I am having trouble with end of day data displaying properly from IQ Feed; either on the daily chart or the last bar of an intraday chart.
For instance, in the two pictures if I go to FMX and show the daily bar, it’s showing 917,691 shares
If I then force backfill it switches to 169, 641 shares - which I think is the correct amount. If I then move off the symbol and come back, it’s showing the 917,691 again…and sometimes a second later it switches back to 169,641 on it’s own, sometimes I have to forcebackfill again.
The price on the symbol also typically has long spikes. I think it’s all driven by some error on the last bar.
Here I went into 5 minute mode and you can see the incorrect spike in volume and price. This happens on most symbols most days as I flip through end of day charts. In this case it’s actually showing over 1.5M shares for the last bar of the day, the last bar should have been 3,476 shares.
You can see the last few bars in the database; so it’s not an issue w/ the data, but how it’s being shown on the chart: