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Cash Forex Volume

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    Cash Forex Volume

    Hello Support,

    I found the volume data issue on cash Forex. If I use range or renko bar , the OBV is showing scale of thousands M normally which is as expected. But if I use minute bar, its scale is low number, but when new bar closes, it reported thousand M, so all historical data becomes just one horizontal line. What is the cause and how can I resolve it? Futures instrument does not have such issue.

    Thanks.

    Regards.
    EdwardK.

    #2
    Hello,

    The issue most likely comes from the data provided from the forex broker. However what I will recommend is that volume data on Forex is almost never used. Reason for this is that there is no central market, therefor there is no true volume reporting. You are only getting the volume reported from your connected bank feed which is not full picture of what is going on in the forex market.

    With that said and you want to continue looking into this please let me know who your forex broker is and I will look into it on my side.

    -Brett
    BrettNinjaTrader Product Management

    Comment


      #3
      Hello Brett,

      My forex broker is IB. Please see if you can identify the issue and find a solution.

      I understand regarding Forex volume being not a full global volume transacted, but from my observation it is still useful.

      Thanks.

      Regards,
      Edward K.

      Comment


        #4
        Hello,

        Do you find only live data you get the spike in volume?

        -Brett
        BrettNinjaTrader Product Management

        Comment


          #5
          Hello Brett,

          The live data give correct volume. The Range/Renko bar chart has correct historical and live data. The minute or daily bar chart has incorrect historical volume but correct live volume.

          Thanks.

          Regards,

          Edward K.

          Comment


            #6
            Hello,

            Since Interactive Brokers does not offer historical tick data, the volume values you see for range and renko charts would be stored in your database from the live connection.

            However the minute data is stored on their servers and will be reloaded when requested. It has been documented that the volume values are displayed differently when reported in real-time vs reloaded from IB's servers.
            MatthewNinjaTrader Product Management

            Comment


              #7
              Hello Matthew,

              Thanks for the explantion.
              Can Ninja work it out with IB for their Minute data not to behave this way? It is really annoying.

              So if I never click Reload All Historical Data on cash forex from IB, it should be ok?

              And when is NT scheduled to launch with Gain Capital/Forex.Com

              Thanks.

              Regards,
              Edward K

              Comment


                #8
                Hello,

                Development is aware of this behavior, however I do not have an ETA on when it may be corrected. This is a limitation of the TWS API.

                I would also suggest going to Tools--> Options--> Data tab and checking 'Save chart data as historical' to ensure the data you collected in real-time is retained.

                We have had a long standing relationship with GAIN/Forex.com for some time now.

                The following link will take you to a page with detailed instructions on how to either open a brand new forex trading account or transfer an existing account for use with NinjaTrader at GAIN/FOREX.com.

                If you already have a GAIN/FOREX.com account you will want to follow the instructions under "I already have an account at GAIN Capital/FOREX.com" otherwise follow the instructions for opening a live account.
                MatthewNinjaTrader Product Management

                Comment


                  #9
                  Hello Matthew,

                  Thanks for the information,

                  If I recall correctly from some post I read few weeks back, NT is going to add another broker, was it FXCM ? When will be launched?

                  I had multibroker live license, I click on help, and notice Gain/Forex.com, CGQ and Tradestation are not there. I thought Multibroker license would support all?

                  Thanks.

                  Edward K.

                  Comment


                    #10
                    Yes, FXCM would be the newest broker however we do not have an ETA when this will be avaialbe for public use.

                    Can you please send us an email to support[at]ninjatrader[dot]com and include your licnese key so we may look into that further.
                    MatthewNinjaTrader Product Management

                    Comment


                      #11
                      Hello Mathew,

                      The list is Collective2.
                      I notice my other computer running Sim License, is also Collective2, but include Gain,CGQ and Tradestation.

                      Thanks.

                      Regards.
                      Edward K.

                      Comment


                        #12
                        Collective2 is another provider that should be included in all license keys.

                        We will need to see the license key you are using to look it up in our database. Please either send me and email, or you can also Private Message me this information if you would rather. Please do not post this information publicly.
                        MatthewNinjaTrader Product Management

                        Comment


                          #13
                          Hello Mathew,

                          Have sent to support a while ago.

                          Thanks.
                          EdwardK

                          Comment


                            #14
                            Have you received a response? What was the ticket assigned to from the auto-responder? This should be a 6-digit number starting with the number 6 located in the subject line of our email correspondence.
                            MatthewNinjaTrader Product Management

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