Volume wrong when rollover E-mini

[frankduc]

the actual number 2300M right now and it is the same number in time and sale TWS.

[NinjaTrader_Kyle]

Hi Frank,

Please open the NinjaTrader Time and Sales window, then load the same instrument - what total is provided here?

[frankduc]

total show 2517M like TWS show in his time and sale and on the trading page.

But wait i just sum the total from hist data manager and get 2122M!!!

Where's my 400K missing? it disapeared!

2011-06-13 16:15 1266,5 44411 2011-06-13 16:03 1266 64181 2011-06-13 15:57 1266,5 29595 2011-06-13 15:52 1266,5 54657 2011-06-13 15:45 1266 47125 2011-06-13 15:39 1266,75 31355 2011-06-13 15:33 1267,5 30574 2011-06-13 15:27 1268,5 16834 2011-06-13 15:21 1268,25 31219 2011-06-13 15:15 1268 43052 2011-06-13 15:03 1268 18494 2011-06-13 14:57 1269 72390 2011-06-13 14:43 1268,25 20832 2011-06-13 14:37 1267,5 48029 2011-06-13 14:30 1269,5 23020 2011-06-13 14:19 1269,25 67991 2011-06-13 14:07 1270,5 64705 2011-06-13 13:59 1268,5 97675 2011-06-13 13:36 1264 13615 2011-06-13 13:29 1264,25 22248 2011-06-13 13:20 1264,25 55326 2011-06-13 13:09 1260,5 63774 2011-06-13 13:00 1263,5 27676 2011-06-13 12:50 1265 14907 2011-06-13 12:41 1265,5 33105 2011-06-13 12:32 1265,25 56679 2011-06-13 12:22 1265 22958 2011-06-13 12:16 1266 11570 2011-06-13 12:10 1265,75 22103 2011-06-13 12:04 1266 25210 2011-06-13 11:57 1266 48668 2011-06-13 11:46 1267,25 39360 2011-06-13 11:36 1267,5 35126 2011-06-13 11:28 1269 29701 2011-06-13 11:21 1267,5 28660 2011-06-13 11:13 1266,5 49403 2011-06-13 11:06 1267 72558 2011-06-13 10:57 1267,75 15780 2011-06-13 10:50 1268,5 24316 2011-06-13 10:43 1268 22655 2011-06-13 10:37 1269,75 17115 2011-06-13 10:31 1269,25 24464 2011-06-13 10:24 1269,75 36010 2011-06-13 10:17 1267,75 39247 2011-06-13 10:09 1269,25 60362 2011-06-13 10:01 1271,25 29214 2011-06-13 9:54 1269 32595 2011-06-13 9:46 1270,75 39786 2011-06-13 9:40 1269 48775 2011-06-13 9:32 1268 78770 2011-06-13 8:02 1267 28557 2011-06-13 6:19 1265 52753 2011-06-13 2:59 1267,25 11382 2011-06-13 0:00 1265,5 32637 2011-06-10 16:15 1264,5 48808

Total SUM = 2122M

Hey i'm not a crack pot! I swear the volume just pouf into the air! Before version 6.5 i never saw that problem. I pay attention to that detail cause i really need it to make stat and calculation.

[NinjaTrader_Kyle]

Hi Frank,

I'm unclear - does the NT T&S window match the TWS T&S window's total of volume?

I understand you see a different figure when adding things up manually, but that's not really what I was asking.

[frankduc]

yes its the same as TWS trading page and t&S

i dont know why my post has been deleted

total volume 2.5M

total in hist manager 2M

about 400k missing

[frankduc]

To be as clear as possible.

The volume on TWS trading page and TWS TS is about 2.5M: it is OK

The volume of the TS in NT is also 2.5 and is OK

The SUM of the volume in the historical manager (edit) is about 2M and WRONG.