4 most recent volume bars never work right on 1 min chart

[bortz]

Using the vol up down indicator on a 1 min. chart, the most recent 4 volume bars are always lagging and not filling in real time. The bars prior to those volume bars are all normal. Data is set to calculate on each tick, not on bar close. If you leave that chart and come back to it later, the volume for those last 4 bars is always more, so you know there's a problem somewhere. This problem happens all the time and my data provider is always a solid connection and my PC is only using about 12% total memory and 5% CPU when this happens so it's not a PC problem. Here's the screen shots: Thanks.

[NinjaTrader_PatrickH]

Hello bortz,

Thank you for your post.

This is not expected behavior and I would like to ask a few questions to look into this matter further.

• Who do you connect to for data? This is viewed in the Control Center bottom left hand corner in a Green Dot or under the Connections menu.
• In your chart, if you right click and select Data Series, is the Tick Replay option enabled for your EROS 1 Minute chart?

I look forward to your response.

[bortz]

Hi Patrick,
Data provider is TDA. My data series box has no tick replay option. In fact I don't recall ever seeing a tick replay option anywhere in NT8. (using latest build of NT8).

[NinjaTrader_PatrickH]

Hello bortz,

Thank you for your response.

Please right click in the chart and select 'Reload All Historical Data'. Does this correct the volume bars?

Do you see this occur on all real-time bars as they build? Or does this only occur during certain times in the daily session?

I do not believe Tick Replay will assist in this matter but the Tick Replay option is enabled under the Control Center --> Tools --> Options --> Historical --> Show Tick Replay. You can find more information on Tick Replay at the following link: https://ninjatrader.com/support/help...ick_replay.htm

I look forward to your response.

[bortz]

Hi Patrick,
Yes, refreshing the chart historical data will fix the last 3 bars and bring them up to normal size, however, the next building bar will remain at about 1/3 actual height, as will the next 3 bars after they have been built. In other words, refreshing the data does fix 3 out of the last 4 bars built but after letting the chart run in real-time for 4 mins. or so, the last 4 bars are right back to being built to 1/3 of their real size.
The problem happens on the 1 min. chart at all times (constant problem). Haven't checked it on the 2 or 3 min. chart yet because I use the 1 min as my day trading chart. I use the tape for most of my buy and sell signals,and just recently started using a volume indicator in conjunction with that, which is why I haven't noticed this until now.
Thanks.

[NinjaTrader_PatrickH]

Hello bortz,

Thank you for your response.

The real-time data provided by the TD Ameritrade adapter for NinjaTrader 8 allows for the bid, ask and last to be retrieved but is considered snapshot data. With snapshot data it is possible to see differences in real-time and historical bars.

Please let me know if you have any questions.

[bortz]

Hi Patrick,
"The real-time data provided by the TD Ameritrade adapter for NinjaTrader 8 allows for the bid, ask and last to be retrieved but is considered snapshot data."
If that were true. level 2 wouldn't work in real time since it's based on those values. But of course we know that the level 2 box is being fed by real-time live data or you would be having a lot of complaining customers on this forum. What does bid and ask price have to do with the expansion of a volume bar or it's ability to "keep up" in real time. Please hand me off to PatrickG. He's a pretty sharp guy, has helped me with complex problems in the past and can probably figure this out. No offense, just want this resolved.

[NinjaTrader_PatrickH]

Hello bortz,

Thank you for your response.

I will forward your inquiry to Patrick G. so that when he returns he can touch base with you.

For the technical item here, the feed I refer to is for the L1 data which is not what is used for the L2 data.

[bortz]

Yep, I know L1 is the main data feed and L2 is separate. But that shouldn't bear on why the last 4 one minute volume bars won't fill up completely. Thanks.

[NinjaTrader_PatrickG]

The TDA L1 feed provides real-time L1 data including current last/bid/ask data, This feed does NOT send updates for every single tick, There is a minimum time interval (~5/sec) for performance reasons. (e.g., "filtered" or "snapshot" data). This is the root cause of what you're experiencing.

We're tracking interest in changing how NinjaTrader requests data from TDA to work around this limitation. The tracking number is SFT-3936. I'll add you vote.

[bortz]

Well thank you sir. That current minute volume bar is so important for spotting the force behind a break-out/break-down move. Why it's gone on this long is kinda odd. Thanks again.

[kalalex]

The TDA L1 feed provides real-time L1 data including current last/bid/ask data, This feed does NOT send updates for every single tick, There is a minimum time interval (~5/sec) for performance reasons. (e.g., "filtered" or "snapshot" data). This is the root cause of what you're experiencing.

We're tracking interest in changing how NinjaTrader requests data from TDA to work around this limitation. The tracking number is SFT-3936. I'll add you vote.

I vote for the change so please add one more on the interest list for SFT-3936

[NinjaTrader_PatrickG]

Added, kalalex

[habibalex]

Hi, any update on this issue? it's been a few years and I'm still noticing it

[NinjaTrader_PatrickG]

SFT-3936 has not yet been implemented. You'll find a note regarding this feature request in the release notes when a feature is implemented.