I'm trying to chart options in TWS, but the chart sucks one way or another. If I select to display "Trades", nothing shows up (try with the NQ Oct 16 CALL @ 14000). If I choose Midpoint or Bid/Ask, I get these these stupid large outliers, I'm guessing highs & lows for the candlesticks, but there's way too much variation for that data to be legit. How can I get rid of them, because they shrink the actually useful part of the price action. I've tried all bar types, and they all have these wicks.
Bid/ask can vary that much or can be pulled completely, so the chart likely reflects the data. IB wouldn’t just add artificial data in there. I deal with this by manually resizing the chart using the vertical scroll bars on the left, zooming into the narrower price range.
You're right, the time & sales data shows these rogue 200 Asks once in a while. Is there no way to filter out outliers like these? Say, any candle 50%+ vs. the previous one?
Wow, programmable charts? Like brokers don’t get requests for thousands of other features. You’d have to create your charting program or find one that does this.
I don't know what's "programmable" about this. Just a filter for dumb values that screw up the charts. Anyway, I have actually built my own charts with Highstock and InfluxDB collecting data from IB; thanks for the reminder, need to dig out that project.