With the ticksize .01, it appears that the number of digits to specify the volume may be too large and database errors may occur.
In the past problems were reported with $TVOL from eSignal and unfortunately, the NinjaTrader solution was to write code to specifically prevent $TVOL from used, i.e.,
"'$TVOL' is not supported by the eSignal adapter"
Probably changing the ticksize would have solved the problem with $TVOL. Allowing a larger ticksize, such as 1000, for the volume indices might be useful. Allowing $TVOL to be obtained from eSignal again would be appreciated.
Comment