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Volume not showing on tick chart

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    Volume not showing on tick chart

    I have a 150 tick chart of the ES. For the last couple of days, the tick chart doesn't show any volume until some random time after 8:00AM Mountain. It just starts to appear by itself, but I can't seem to get it to show up initially, no matter what I try. I have reconnected and disconnected my data feed, etc.

    What is causing this?

    #2
    Hello jbburchED,


    Thank you for your forum post and welcome to the support forums!


    In order to assist you, please let me know the following:
    • What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X)
    • Who are you connected to? This is displayed by green on lower left corner of the Control Center window.
    • What instrument have you selected? (ES 09-13, ES 12-13 etc...)
    • Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?



    I look forward to assisting you further.
    Ryan L.NinjaTrader Customer Service

    Comment


      #3
      Hi,

      NT Version - 7.0.1000.14
      Connected to IB for my data
      Instrument is ES 12-13

      There are no errors on the screen or in the logs. The first bar that started showing volume data was timestamped at 8:23:48AM. The first bar drawn on my chart was timestamped at 6:58:48AM. These are Mountain time.

      This happened yesterday as well. I was using the ES 9-13 yesterday. I don't have an exact time as to when it started showing volume data yesterday, but it was mid morning around 8:30-9:00AM.

      Thanks.

      Comment


        #4
        Hello jbburchED,


        Thank you for the follow up.


        Interactive Brokers does not provide historical tick data and may be causing the situation. If you switch to a minute chart, does the volume update as expected?

        See the Help Guide article entitled "Understanding the data provided by your connectivity provider":



        Another item you can take to troubleshoot is to upgrade to our latest release of 7.0.1000.15:


        Please upgrade with the steps provided below. With this procedure you will not lose any Workspaces, Charts, etc. You will need to copy your license key from Control Center > Help > License Key...
        • Close all running applications.
        • Make sure NinjaTrader is closed from the Windows Task Manager:
          • Press CTRL + ALT + DEL on your keyboard > Start Task Manager...
          • Processes tab
          • Locate and highlight "NinjaTrader.exe" > Click "End Process"


        • Then from the Start menu select --> Control Panel --> Add and Remove Programs or Programs and Features
        • From Add and Remove Programs select NinjaTrader 7 and click Remove.
        • Navigate to the following folders and delete any "NinjaTrader 7" folders located here:
          • C:\Program Files (x86)\

          or
          • C:\Program Files\


        Once these steps are completed, download and install NinjaTrader 7.0.1000.15 from the link below:


        Ryan L.NinjaTrader Customer Service

        Comment


          #5
          I am getting the tick data just fine (I know I don't get any historical tick data), but the chart starts receiving tick data when I connect, but the volume doesn't appear until 90+ minutes later.

          Comment


            #6
            Hello jbburchED,


            Thank you for the follow up.


            Most indicators within NinjaTrader will require at least 20 bars of historical data in order to calculate and plot on the chart.

            If you test on a minute chart, are you able to see the volume plotting immediately if loading at least 20 bars of historical data?
            Ryan L.NinjaTrader Customer Service

            Comment


              #7
              Screen Shot

              Here is a shot of what I am seeing. Happened the last two days.
              Attached Files

              Comment


                #8
                Hmm,

                You can see that it started at bar 21......


                Why would that matter since the Volume is coming on the same API message as the tick info itself? There is no lookback period for volume.

                Comment


                  #9
                  Hello jbburchED,


                  This would be expected, see our help guide article on BarsRequired:



                  By default all indicators are not plotted on the first 20 bars. These first 20 bars are generally considered to be an unstable period for the indicator where calculations are not solidified yet due to not having enough data.

                  If you would like to see this on the volume indicator you would need to edit the volume indicators code and add this line to the Initialize() method.

                  Code:
                  BarsRequired = 0;
                  Ryan L.NinjaTrader Customer Service

                  Comment


                    #10
                    Thanks. I will look at the code.

                    Comment

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