Volume Wrong for Current Day

[mtech]

I have tried both barchart and IB and for both data providers Ninja Trader graphs the current days volume several magnitudes greater than what is should be. I am using NT 6.5.1000.7

The figure shows that today in one hour, 140M shares of apple were traded. This is several orders of magnitude off.

[NinjaTrader_RyanO]

Hello,

Thank you for your post.

Can you please upgrade to the most current version of NinjaTrader from the following link.

http://www.ninjatrader.com/webnew/download_download.htm

Then please recreate the chart for AAPL and then right click in the chart and reload historical data.

[mtech]

When I upgrade will it keep my workspace settings and other data?

Is the best upgrade procedure to uninstall the current version and reinstall newer version?

[NinjaTrader_RyanO]

Hello,

When reinstalling your data, such as workspaces, will be preserved. If you were to uninstall first and then reinstall that data would not be saved.

It is possible to reinstall over the current version of NinjaTrader without having to uninstall, and in this way it will preserve your saved data.

[mtech]

still doesn't work

Still does not work. NT says that Apple did 1700M shares in after hours trading yet they only have 895M shares total. So unless someone purchased the company and then sold it to someone else I don't think this is correct. This volume problem occurs on each of my charts and is somewhat random in occurrence. Everything will be fine for 2 hours or so then randomly I will notice one of my charts with a huge bar. By the end of the trading day all of them have them. I am running windows server 2003 enterprise edition with 8Gigs of ram.

BTW, after doing the install of the new version NT is requiring that I recompile each of my custom indicators. Also, all of my custom indicators don't show up on any of my saved charts on my workspaces. Combined I have about 200+ saved workspace charts and 50+ indicators. Is there any way to fix this without spending hours and hours recompiling each indicator and the going through each chart and resetting the template?

[NinjaTrader_Bertrand]

mtech, which IB TWS version are you using with the latest NinjaTrader release? We recommend using 895.3 as per this guide - http://www.ninjatrader.com/webnew/su...ivebrokers.htm

Also, I could not reproduce this behavior for example on the BarChart connection for a 60 min chart of AAPL, please see the attached shot - did you try deleting all AAPL historical data and then reloading it fresh? (Tools > Historical Data > Delete / Reload).

For your indicators: recompiling one script will recompile all.

[mtech]

Right now, I am only using barchart and am not connected to IB trader workstation. It doesn't seem to matter what the ticker is... if the window is left open for a few hours it happens. I am looking at about 70% of my charts have screwed up vol from being opened at the start of todays trading day. ALT-SHIFT-R does refresh the data and I get the correct volume information.

However, I can't be doing ALT-SHIFT-R all day long on each of my charts. I make buying and selling decision based on volume... I need to know that the volume is correct without having to refresh all of my data before each decision. This is making trading very difficult and a bit expensive.

[NinjaTrader_RyanO]

Hello,

Are these volume discrepancies associated with a similar price disparity?

[mtech]

No, the prices on the charts are correct. Only the volume is wrong.

It only messes up the volume on the streaming data. I have tried it with two different data providers, barchart and interactive brokers. Since it does it with both data providers it leads me to believe that the problem is within Ninjatrader.

Now that it is at the end of the day, I have jotted down some of the volume numbers that NT displays. I then hit CTRL-Shift-R on each of the charts and recorded the new volume number NT displayed. Here are the pairs

15M,1046K
20M,1985K
15M,1941K
16M,726K
43M,3095K

It doesn't appear that there is a constant offset in the numbers. Also, the problem occurs randomly. The volume appears to be displaying correctly for an hour or two and then all of a sudden it jumps several million. It is like it is parsing one of the volume packets wrong.

Any ideas on how to fix this? I am a paid licensed user and would like to be able to use the product. Correct price and volume are the minimum I would expect for a trading application.

Thanks for your help!

[NinjaTrader_Bertrand]

mtech, thanks for the reply - for BarChart it appears realtime volume data is multiplied, would that be in line with your observations?

http://www.ninjatrader-support2.com/vb/showthread.php?t=20034

For IB - can you please confirm you're on TWS 895.3 as per our connection guide?

Thanks

[mtech]

Yes, it is multiplied but by some random factor. I am using the correct version of TWS but am not currently using that for my data source. I am using barchart.com. This is really annoying and making it very hard to trade.

What is the problem and how do I fix it?

[NinjaTrader_RyanO]

Hello,

I have notified BarChart regarding the issue. I will be in contact with you regarding the issue when I hear back from BarChart. Thank you.

[NinjaTrader_RyanO]

Hello,

I have received a response from BarChart, and this is a known issue that they have been working towards resolving with our development team. The issue will be resolved with the upcoming release of NinjaTrader 7.

Please see the following link for more information.

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html