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wrong volume data on mbtrading

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    wrong volume data on mbtrading

    Hi,
    i use mbtrading connected with ninja,
    you can try it on your computer , open $eurjpy 5 seconds chart ,and add VOL indicator,
    the latest volume is very large ,up to 1000k,but when you drag your chart to 1 day earlier , the volume drops to 100 or 500 , i show you 2 picturesClick image for larger version

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    Click image for larger version

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    #2
    Hi,

    Thanks for your post outlining this issue.

    Please right click in the chart and reload historical data manually. If this leaves the same anomaly, please let me know.
    KyleNinjaTrader Customer Service

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      #3
      Yes ,still exist , i even changed a new PC ,and add a new forex instrument , you can try on your own PC , i have tried 3 , and i think this exist to all of you

      Comment


        #4
        Hello,

        Thank you for reporting - we have see cases where the volume is reported differently in real-time vs historical. This is a limitation of the MBT API as it exists currently
        MatthewNinjaTrader Product Management

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          #5
          Hi ,thanks for your information , i see ,
          1 ,how to solve this problem , should i wait for mbtrading to release new api?
          2 is there any similar quote api that provide 1/10 ticksize quote on forex? currently i only know mbtrading , when i use Gain api ,they do provide 1/10 ticksize quote on forex ,but the historic data is round to 1 ticksize , during my testing period ,i found that 1/10 ticksize quote generate much better result then the 1 ticksize quote , does kinetick provide this?

          Comment


            #6
            Since volume is not reported from a central exchange, volume on forex can be expected to be different and as a result is not very reliable. There is nothing we can do regarding the current behavior.

            Yes, Kinetick would provide data to tenth pip.
            MatthewNinjaTrader Product Management

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