I'm using IB data feed. Has worked flawlessly for about 5 months. I'm storing real time bar data.
The issue:
The real time volume indicator shows about 1/2 to 1/3 the actual volume size.
The symptoms:
Using as reference the 15 candle bar on the ES this AM. Bars closing at 9:45 and 10 AM ET have a volume of around 120,000 each.
My NinjaTrader volume indicator is showing around 40,000 each.
What i've discovered so far:
I compared to IB charts, and compared to live charts of colleagues using other data feeds and charting programs. The accurate data displays everywhere but on my NT volume indicator.
I tried different volume indicators on NT and they all show the same 40,000 values. So it suggests the "indicators" are not the problem.
I tried also the indicators setting for calculating on bar close or with every incoming tick and the problem persists.
Here's the curious thing: when I close Ninjatrader and reopen, the correct volume shows fine.
Any advise greatly appreciated
Thanks
AQ
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