volume deficit of 500 000

[frankduc]

Hi,

I'm using NT latest 7.00.4 with IB connection.
I check IB volume everyday at the end of the day. There was 4.5 million volume for the ES 06-11 yesterday. Check on CME site it was 4.5 million.

Why when i calculate with NT the volume from 16:15 the 15th to 16:15 the 16th the total volume give me 4 million?

I use tool: HDM the edit: option grid export to excel.
Cause the export is now in UTC the hours are all wrong and it becomes impossible to see when the day begin.

I just noticed that the margin error in volume has begun from the day of the 9th march 2011, before that the volume is ok.

I tought it could of been because of the change from the 7.000.2 to 7.00.4 version.

[NinjaTrader_Brett]

Hello,

On what chart type is this on, minute, tick or day?

I look forward to assisting you further.

[frankduc]

Its a 10 minute chart.
I dont see how it does a difference since the data are pick from the historical data manager.

[NinjaTrader_Brett]

Hello,

So when you check this volume in NinjaTrader. How exactly are you checking it?

A Daily chart? Exporting Historical data and adding it excel or a spread sheet?

An Indicator?

I look forward to assisting you further.

[frankduc]

Like i said earlier:

You go in Historical data manager than Edit, Es 06-11, last-minute march and the date 16 and 15 th.

You take the volume from 16:15 the 15th to 16:15 the 16th by right click on the data at the right: Grid than export to excel.

You SUM with excel all data from 16:15 to 16:15 the next day and you obtain the total volume for that period.

The volume for the period mention earlier is 4.5 (IB and CME official volume) but NT (volume compile in excel) give me 4 million. 500 000k has disapear somewhere! The problem since to be there since march the 9th because before that volume appear ok for previous days.

[NinjaTrader_Brett]

Hello,

Ok checked it this was also checked it agianst what TWS had in their chart. It matched what TWS is reporting so we are simply displaying it as we are recieving it. Please contact IB for clarification on this matter as I'm not sure why volume would be reported differently from them when it is a full day chart.

Let me know if I can be of further assistance.