Where are these volume figures comming from

[Crassius]

I have been away from NinjaTrader and MB Trading for nearly 1 year. Icame back to develop a new idea, as I like programming in Ninja.

I am surprised and puzzled by what I see in the volume column of MB Trading tick data.

It always used to be 1... it was tick data, with a volume of 1 for each tick.

Now there are huge numbers in each ticks volume column.

MB says they don't report any volume at all, and there historical text files contain no volume column....

[NinjaTrader_Brandon]

Hello Crassius,

Thanks for your post.

I have tested and verified that MBTrading is providing this volume information.
Please note that forex has no centralized Market Volume and every provider can be different therefor it is typically not used.

[Crassius]

Thx for the fast reply...

If MB is reporting this junk, I'm going to have to figure out how to create tick volume.... Tick can be useful as it highly correlates to actual volume on the futures exchange....

But these numbers that MB is reporting are useless noise.