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Volume difference between IB and Ninjatrader

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    Volume difference between IB and Ninjatrader

    I am using Ninjatrader 7.

    I have Interactive Brokers as my data provider. I trade Futures such as the ES, NQ, and CL.
    I notice the live volume reading in IB is different than what is in Ninjatrader. A lot of the time I see a big spike in volume in intraday bar in Ninjatrader chart, but in IB the volume is just normal.

    When I run "Reload All Historical Data" in Ninjatrader, the volume changes and matches the IB volume reading.

    Please show me how to make correction to this problem so I don't have to run "Reload All Historical Data" to have the correct volume reading in Ninjatrader.

    Thank you.

    #2
    Hello,

    Thanks for your post.

    I'd like to see your log and trace files. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

    You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

    The log file will be named "log.20161214.txt"

    You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

    The trace file will be named "trace.20161214.txt"

    I look forward to hearing from you.
    Drew O.NinjaTrader Customer Service

    Comment


      #3
      Hello jcocrat,

      Thank you for your post,

      We have been attempting to contact you via but it appears you are not receiving our emails. Sometimes our support emails can get blocked by firewalls/spam filters. If this is the case please unblock NinjaTrader so we may better assist you.

      Regarding the issue, I've copied my response to you below:

      I tested this issue on my end and can verify that I am seeing the same behavior, though the reason we're seeing different data on the refresh is related to the data itself.

      IB's real-time data is filtered and the historical is not. Because of this, when the chart data is refreshed by the reload, you're seeing unfiltered historical data.


      Let us know if we may assist further.
      Eric B.NinjaTrader Customer Service

      Comment

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