Error in Volume

[pipal]

Hi,

I always have error in volume, seems to happen specifically on FDAX.

For some period/bar, the volume sizes are much too big than normal, obviously they are not correct at all

That also makes the rest of the other time not showing the increase/decrease trend in size correctly. Any clue?

[NinjaTrader_Dierk]

Sorry I don't follow. You would need to be more specific.

Note: EUREX ticks for instruments on Zen always come with a "fake" volume of 99. May be that's what you experience.

[pipal]

Sorry I don't follow. You would need to be more specific.

Note: EUREX ticks for instruments on Zen always come with a "fake" volume of 99. May be that's what you experience.

Thanks. "Fake" volume could be possible. I use TT feed. You can see from the above capture. From 1500-1550, each 1 min bar has 5000-over 10000 contracts completed. That's absolutely not correct.

From 1551. the volume size seems to be normal, but becomes too short to be visible, due to the very large "fake" size on the scale.

[NinjaTrader_Dierk]

- where exactly on the screen capture would I see it's TT?
- you likely pulled historical data from our data server which is feed by the Zen feed. Thus it's "faked" (and incorrect) volume on historical EUREX data.

[pipal]

- where exactly on the screen capture would I see it's TT?
- you likely pulled historical data from our data server which is feed by the Zen feed. Thus it's "faked" (and incorrect) volume on historical EUREX data.

See attached.

I just connect to my broker with TT feed. I don't know if I would have pulled the historial data from your data server. How do I avoid doing that?

[NinjaTrader_Dierk]

>> How do I avoid doing that?
Tools->Account Connection-> TT connection->Historical data: check Disable ... and you no longer will get historical data.

[pipal]

>> How do I avoid doing that?
Tools->Account Connection-> TT connection->Historical data: check Disable ... and you no longer will get historical data.

Thanks Dierk. It works. But having no historical data is equally undesirable.

[NinjaTrader_Dierk]

You then would need to subscribe to a vendor of historical data like barchart.com, eSignal, IQFeed, OpenTick etc.

[pipal]

I see. Many thanks.