Incorrect volume with Patsystems

[Siddhajan]

I have live Patsystems connection with licence key and the volume does not show correctly. I compared it with my demo CQG feed and Pats volume is absolutely wrong.

I¨m using NT 7.0.1000

Is there any settings or fix I need to do on my end to correct this?

Sorry for my English

Thank you for your time and help

Siddha

[NinjaTrader_Matthew]

Hello,

Thank you for your post and welcome to our forums!

What symbols are you using where you see this? Can you give me an example of the difference in volume?

[Siddhajan]

Screen for comparing

Hello,
Thank you for welcome me on this board.

Im trading (YM) mini Dow Jones but i see this volume error on every market with PATS.

On left side is Patsystems volume and on right side is CQG volume. Both are on YM today. Time is central european.

[NinjaTrader_Matthew]

Thanks for the screen shot.

When connected to CQG only, please right click on the chart and select 'reload all historical data'. Does the historical data change?

Under Tools--> Options--> data tab--> is "save chart data as historical" checked or unchecked?

[Siddhajan]

After reloading historical data the historical volume is right with CQG. Than I connect with Pats and actual volume bar start to be wrong and so on.

Yes checkbox is checked

[NinjaTrader_Matthew]

Hello,

The volume is relative to each other, but as you can see the values are not exactly the same.

This is because patsystems is providing a filtred data connection, so you do not see the full volume information such as you do with CQG. If you are saving the chart data as historical, the data you get from patsystems for volume will be filtered as you're seeing.

However CQG is an unfiltered connection and will give you the true volume prices. If you'd prefer the unfiltered data, you'd want to ensure you are using this as the primary connection.

From our Help Guide:

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

Discrepancies Between Different Data Feeds
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts. Since NinjaTrader supports many of the leading brokerage and data feed technologies, it is highly likely that two traders using NinjaTrader on different data feeds will have minor differences when plotting the same market and time interval.

[Siddhajan]

Pats

Thank you for your time and answer.

From the beginning, I think it's terrible Patsystems feed. No historical data, filtered volume high innactivity fees and so on.