No data on volume or tick charts

[smasters]

Hi,

I am new to NT7. I use Volume charts extensively, but I cannot get one to load. I am running NT7 version 20. I have captured the sequence I have executed in the graphic below.

(note: after clicking on the link to the graphic, use the "+" to zoom in on the 3 NT7 windows)

1. I connect to 'Zen-Fire', which is shown in green as 'connected'
2. I create a new 1M chart of ES-09 for 3 day of data, which loads fine as shown.
3. I then bring up the 'Format Data Series' screen and change chart Period type to
'Volume' and the Value to '1,000' as shown.
4. When I click Apply and OK, the 1M data erases but no volume data appears.

I also tried the Historical Data Manager to download tick data for the ES, and then create the volume charts, but the 'download' immediately finishes as if nothing happened, and I get the same results when I then try to create the volume charts.

This is such a simple thing to do...what am I doing wrong?

Tx,

Scott

See graphic: https://blakemasters.box.net/shared/hjysqd2lgm

[NinjaTrader_Kyle]

Hello smasters,

Thank you for your post.

This data should be available to you.

As a test, please create a new workspace (File > Workspaces > New Workspace).
In the new workspace, create a new volume chart.

Does the chart load in your new workspace?

[smasters]

Kyle...Sorry for the duplicate post. I tried your suggestion and no difference. The sequence I tried is illustrated in the graphic below, where the workspace is "Untitled 2" (in the previous sequence, the workspace was "Untitled 1"). Also, I tried this with NT7 v16 a few months ago and it did the same thing.

https://blakemasters.box.net/shared/mnv0oaoupd

Scott

[NinjaTrader_Kyle]

Hi Scott,

Please disconnect from Zen-Fire and reset your instrument list. After doing so, restart NinjaTrader reconnect and attempt to open the Volume chart.

To reset your instruments please: go to the Tools menu, select the Options menu item, select the Misc tab, and then click on 'Reset Instruments'.

[smasters]

Hi Kyle...many thanks...that did the trick....Scott

[PolarBear]

i can't see vol charts either

Hi,

i'm getting the same issue except i have imported data into NT. I have loaded in 1 min $AUDUSD going back for many years. The one minute and other timeframes appear no problems. I have clicked on the VOL indicator on the 1 minute charts also to confirm there is volume data showing and there is.
If I try to open up a new chart -> AUDUSD -> Vol, 1000 nothing shows up.
I've looked under the tools->options->misc as above but can't see a 'reset instruments'

please assist

thanks

[NinjaTrader_Kyle]

Hello PolarBear,

Was this data you imported from a text file?

If so, what interval was the data you imported?

[PolarBear]

it was 1 minute data from a text file. convert to minute & hour options checked during the import.

[NinjaTrader_Kyle]

Hello PolarBear,

Thanks for clarifying.

Volume charts consist of tick interval data at their base. Unfortunately, it won't be possible to create a volume chart based on imported minute data.

[PolarBear]

what!? really?? why are their 2 different chart types - volume and tick then... i guess you will say that the volume refers to the volume of the ticks....
In any case, there is volume data there from the 1 minute data, so this seems a little silly.

Can you please confirm this is really correct. Are there any plans to change this? any workarounds with some scripts to somehow represent the 1 minute volume data to tick volume I can import or something?

thanks

[NinjaTrader_Kyle]

Hi PolarBear,

Yes, this is as I mentioned in the other post.

Unfortunately, minute data does not contain enough volume information to create a volume chart. That said, I will forward your feedback on to development for further consideration.

[PolarBear]

there is enough information as there's volume in the 1 minute data. However, the limitation would be the volume chart couldn't be set with a volume size < minimum volume of any 1 minute bar

[koganam]

there is enough information as there's volume in the 1 minute data. However, the limitation would be the volume chart couldn't be set with a volume size < minimum volume of any 1 minute bar

Not quite. Where does the volume split with the granularity of 1 minute?

Say bar1 has volume of 1251, and bar2 has volume of 2100. If you are trying to chart for Volume1000, how do you do the split within the bars and match it to a price on the chart. There is not enough granularity to do so.

[PolarBear]

volume bars from minute data okay if high enough res

you are correct if volume on the minute bars was that high, and the resolution on volume chart you wanted was 1000.

Looking at my $AUDUSD CQG 1 minute data from this year volume is around 100 for each 1 minute bar. For a volume chart of 1000 vol bar size I believe this is enough resolution. You would round to the closest pice of data, or could do something more complicated, however probably unnecessary.

At these volumes each volume bar would equate to something around 10 minute bars on the volume chart.
My strategies are multi time based, however I wanted to transition to volume charts.

I'm looking at time frames - quarterly, monthly, weekly, daily and 4H. The respective volume bar size would then be in excess of 24000.
I believe there is no issues with resolution.

thoughts??

[koganam]

you are correct if volume on the minute bars was that high, and the resolution on volume chart you wanted was 1000.

Looking at my $AUDUSD CQG 1 minute data from this year volume is around 100 for each 1 minute bar. For a volume chart of 1000 vol bar size I believe this is enough resolution. You would round to the closest pice of data, or could do something more complicated, however probably unnecessary.

At these volumes each volume bar would equate to something around 10 minute bars on the volume chart.
My strategies are multi time based, however I wanted to transition to volume charts.

I'm looking at time frames - quarterly, monthly, weekly, daily and 4H. The respective volume bar size would then be in excess of 24000.
I believe there is no issues with resolution.

thoughts??

I was writing quickly, and gave the simplest possible example. The issue is always how do you split the last bar that makes up the volume chart basis, and how do you match the split to price? Actually matching the split to price is the most important issue.

Taking another simplistic example: 1 minute bar volume, depending on instrument can have a wide range, but even assuming that each bar has a volume of about 100, it still means that that volume can have a wide range. Assume any values that are not a constant factor of 1000, saying we want Volume1000 bars again. Then let us say 9 bars, (or any number for that matter), add up to between 900 and 1000 in volume, (only in very rare instances will they add up to exactly 1000), how do you split the 10th bar to get to exactly Volume1000? And how do you match it to a price that has an unpredictable range? Do you use the Median price as the price for that ultimate make up bar? The Close? The Typical price? What is that bar happens to be a wide range bar?

Regardless, you are now making approximations of price on numerous bars (not every bar, just many bars), instead of actual price. If price is king, I am sure that we do not want these errors propagated through our charts and indicators. No?