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Problem with volume data, Vision connection

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    Problem with volume data, Vision connection

    Just trying to see why I don't get volume for the particular period highlighted in the picture attached. I merged the data from 12-10-2010 and 3-10-2010 into the 6-10-2010 contract. Both merges were successful, but the volume didn't seem to transfer for the 3-10 contract. Not sure what I should do

    Thanks for any advice
    Attached Files

    #2
    Hello chatchgo,

    Thank you for your post.

    Can you please tell me what instrument you have merged data for and the time interval chart you are attempting to load so I may test this on my end.

    I look forward to assisting you further with this issue.
    Christopher J.NinjaTrader Customer Service

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      #3
      This is for the ES contract, 60 min chart

      Comment


        #4
        Hi chatchgo,

        I have tested this on my end and was able to see volume however at some points the volume is very low. Please open a Data Box within your chart and let me know if Volume is displayed when your cursor is moved over the area not diplaying a large volume bar.

        The Data Box window can be opened by clicking on the 5th button from the right within your chart toolbar.
        Christopher J.NinjaTrader Customer Service

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          #5
          Here is the screenshot of a day in March, as you can see it shows volume pretty low. This probably is true for the 6-10-2010 volume, but I was hoping that when I merged contracts, the volume would come along with it
          Attached Files
          Last edited by chatchgo; 04-02-2010, 03:04 PM.

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            #6
            Hi,

            If the volume data is present in the database then it should merge if you merge tick data. If you open a chart for the previous front month then you can see if that volume data is there.

            The one thing with merging is that it will always show the current front month's data, and that may be overwriting the same volume for the previous front month.

            You could export the historical data for the previous front month.


            Then you could import that same file after changing the name from ES 03-10 to ES 06-10 to get the volume data.
            Ryan O.NinjaTrader Customer Service

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