Incorrect Volume Data

[ThFiber]

Hi,

I would like to report a critical error with volume data between IB and the NinjaTrader platform. The information that is shared between both is incorrect as Ninja is showing much more volume than the real one, I have attached one screenshot with an example.

I have tested this behaviour with both real and papertrading accounts and also I have talked with other traders with the same problem. Of course this problem only occurs with the data feed from IB, other tests done with different data feeds (Rithmic, CQG,..) works without problems.

I have reported the error to IB but they're telling me that this is an error from Ninja.

I'm using latest version (22) in a lease contract.

Thanks in advance.

[NinjaTrader_RyanL]

Hello,


Thank you for your forum post and welcome to the NinjaTrader support forum.


What version of TWS do you have installed? Our supported version is Traders Workstation (TWS) version 938.1:

• http://www.ninjatrader.com/ninjatrad...tall_938_1.exe

Just to confirm, you have tested this on a real-time Interactive Brokers account as well as a Paper Trading account within Interactive Brokers? Do you see the same difference or is it different?



What account was connected when the screenshot was taken?


If you right mouse click on the NinjaTrader chart > Reload all historical data, does the volume appear the same as TWS?


This situation may have something to due with the following support forum thread:

• http://www.ninjatrader.com/support/f...700&page=6

I can investigate this further for any errors occurring if you send a note to Support [AT] NinjaTrader [DOT] com with "ATTN: Ryan L." in the subject line.


In the message, please include the following:
1.) A link to this forum thread.
2.) Your latest log and trace file:
You will find the log file in the Documents > NinjaTrader 7 > Log folder.

• The log file will be named "log.20140318.txt"

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

• The trace file will be named "trace.20140318.txt"

[ThFiber]

Hi Ryan,

Thanks for the quick response !!

As I'm using the latest TWS version (944.2c), I'll download version 938 and will re-test everything again.

Just for your info I'll answer your questions:

- Same behaviour in both Paper Trading and real-time accounts.
- Screenshot from real-time data.
- After executing "Reload historical data" the problem is solved.

I'll test it again using version 386 so I can come back to you with the logs in a new email to the support team.

Kind regards.