VOLUME BARS--don't register volume on up or down ticks

[leoHCLF]

VOLUME BARS--don't register volume on up or down ticks

..that can't be right, what am i doing wrong?

On the up move 101 contracts trade.
The volume chart is set to tick across on every 1xVolume [1 contract]
So it should tick across 101 bars
But goes straight up.

Volume on a level works ok.
ie if 101 contracts had traded at a single price

pic attached.

Thanks
[this is live data from IB]

[leoHCLF]

more info

ok a few seconds later....the volume seems to arrive...at the wrong price....??

[leoHCLF]

ok I guess this is to do with the aggregated data form IB.

The up n down moves that aren't registering, they are made up of several trades averaged by IB.
The resulting average is not on a round price level of the market.
And is not recognised by Ninja.

Other opinions,confirmation and help welcome.

[NinjaTrader_Brandon]

Hello leoHCLF,

Thanks for your reply.

TWS's Time & Sales window runs on a different, less filtered stream than the Level 1 data stream NinjaTrader would access via the API, so there can be slight differences expected.
From our testing and comparisons, NinjaTrader's TWS API stream access matches what other 3rd party programs receive and display.
Please check your charts against the NinjaTrader Time & Sales window.

[leoHCLF]

yep...the charts do work in agreement with the Ninja TnS.
Ninja TnS also miss some of the volume shown in the TWS TnS.
ok.
Thanks