Chart does not save volume data after closing Ninjatrader

[ggcow]

Hi,

Upon closing my Ninjatrader, the volume data of the session is not saved. What should I do to ensure data is saved after closing Ninjatrader?

(I tried to go "options", "data" and select the option "Save chart data as historical". However, everything after I close Ninjatrader, this option deselect itself)

Thanks.

[NinjaTrader_Matthew]

Which data provider are you using and for what symbols and intervals?

Exactly which volume values? Are you unable to get the basic VOL indicator to retain this data? Or are you speaking of additional bid/ask volume as well?

Regarding the otpion deselecting itself, this is usually a result of anti-virus scanning/locking files which prevents us from writing your changes to the configuration file. This could also explain why you cannot restore the volume data.

If you continue to experience issues, please make sure your Virus scanner or any other application that would lock files have excluded the (My) Documents\NinjaTrader 7 folder.


You will want to ensure that none of the files in this directory are being locked, or to remove this directory from your anti-viruses scanning list.


If you are unsure how to accomplish this, can you please specify what the name of the anti-virus program you are running is?

[ggcow]

Hi,

I am using Interactive Broker as my data provider.

I was referring to the basic VOL indicator.

I use AVG as my anti virus.

Thanks.

[Harry]

Hi,

I am using Interactive Broker as my data provider.

I was referring to the basic VOL indicator.

I use AVG as my anti virus.

Thanks.

There are a number of limitations regarding volume data with Interactive Brokers:

Real-time volume data: For all instruments real-time data is snapshot data and highly inaccurate. From time to time you will notice false volume spikes.

Historical volume data: Historical volume data is only available for stocks and futures, but not for FOREX.

Here are some of the effects you may observe:

-> on minute charts: inaccurate volume for all instruments, once you press F5 inaccurate real-time volume will be replaced with accurate historical volume for stocks and futures, but with nothing (historical volume data not available) for FOREX
-> on tick charts: once you press F5, the volume data will disappear
-> when you shut down NinjaTrader, the real-time data - both price and volume data - will be removed, and only the historical data downloaded after a reconnect or a refresh via F5 will be maintained

If you store real-time data as historical, you will have inaccurate (the meaning is "false") data stored in your data base. If you want to use this data for real trades, better get yourself a decent datafeed.

[NinjaTrader_Kyle]

Hello ggcow,

Which build of Interactive Brokers TWS are you using? (Help > About Trader Workstation)

Which type of bar is the VOL indicator applied to?

[ggcow]

Hi,

My Interactive Brokers TWS is 938.1e.

The volume indicator is applied to the minute bar.

Thanks.

[NinjaTrader_Matthew]

The VOL indicator should work with this minute series through TWS. In order for me to help determine why this is occurring, I will need to review your log and trace files from the last date that this occurred.

Please send an email to support[at]ninjatrader[dot]com and include your most recent log and trace files, Attn: Matthew in the Subject line and a reference to this thread.

You will find the log file in the Documents > NinjaTrader 7 > Log folder.

* The log file will be named ‘log.20131203.txt’

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

* The trace file will be named ‘trace.20131203.txt’

Please attach both of these files to your next response. If these files are over 4MB, please let me know and I can respond with alternative instructions.