Defect 10076 FXCM - Reverted NT8 FXCM Forex volume

[schranzi9]

Hi, that's sound great and I get in NT7 the FXCM Forex volume in the Time & Sales view different for ask and bid, thats fine.

BUT in NT8 T & S I only can see for the FXCM volume the same volumen for ask and bid price which is different to NT7, can you help here?

So in B11 I only could see 100k for every ask/bid but now I can see 2 or 13 or 5, that good step further but it must be different for ask and bid?

Regards Christian

[NinjaTrader_Brett]

Hello,

The behavior in NT8 is expected since the volume reported is not specific to ask or bid, it's the number of Offer updates (ask or bid updates) that occurred. FXCM does not separate the two when the volume number is reported. Therefor the same number (which is the only number to use from the API) is reported on both ASK and BID feeds.

[schranzi9]

Interesting answer,
but how was it be possible to get this different ask/ bid volume in the past in NT7 from FXCM?

See my picture how I use the GOM in the EURUSD with the FXCM volume (different ask and bid) in NT7?

Regards Christian

[NinjaTrader_Brett]

Not sure what that custom stuff doing but I just tested since you gave me a doubt to double check and BID and ASK volume is the same in NT7 same as it is in NT8.

See the video for NT7 testing I just did to confirm: http://screencast.com/t/1aYSGAGl