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NinjaTrader
Time and Sale
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Thanks for the feedback.
In NinjaTrader 7 we received many complaints about the Daily Volume on the T&S since the volume values here showed non-last qualifying trades, which do not come across the tape on any of data providers. The argument was this type of volume did not belong on the T&S since that volume data does not come across on this feature.
Since there is no way for us to break the Daily Volume into just last trade types, without loading historical tick data on our end (which would be a performance burden to open a real-time feature), we opted to remove the feature as many users were confused by the previous implementation. You can still get the Market Data Daily Volume on the Market Analyzer and Level 2 window.
I've added your comments to consider when we review this item again.
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Time and Sale
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