volume for tick chart ES

[rexsole]

Hi. I follow the ES and use the 13,500 tick chart to trade off of. I noticed today that volume for these bars is extremely high and volume overall for the June contract is not very heavy. Was wondering if there is something wrong with the data coming in today on ES for tick charts. I use the latest version of NT8.

Just to clarify. Usually a very heavy volume for a 13,500 tick bar on the ES would be in the 35,000-39,000 contracts range. Today there are multiple bars that are 2x that.

Thanks

[grahammtbr]

I'm getting the same thing. My 2000 tick chart has ~2.3x the volume, and therefore ~2.3x less candles.

[NinjaTrader_DrewO]

Hello,

Thank you for posting.

So that I may investigate I would ask that you contact me by email at PlatformSupport [AT] NinjaTrader [DOT] com. In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic files in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.20180510.XXXXX.txt'. There will likely be multiple files for each day.

[grahammtbr]

Thanks, I've emailed today's trace files.

[thommytrader]

looks to me like CQG bundled the tick data once again without telling anyone in advance. my 555t charts are now 225T charts, and are not exactly aligned. The tick flow is less than half of normal.
Do these people have any idea what happens when they change the tick flow? DO they even care?
They have one job!! Could it be that hard to keep the people who use and pay for the data informed of changes??
Seriously...

[NinjaTrader_DrewO]

Hello all,

Thanks for your patience.

We have reached out to the data provider regarding this item for further information. I'm happy to follow up here with more information as it becomes available.

[grahammtbr]

looks to me like CQG bundled the tick data once again without telling anyone in advance. my 555t charts are now 225T charts, and are not exactly aligned. The tick flow is less than half of normal.
Do these people have any idea what happens when they change the tick flow? DO they even care?
They have one job!! Could it be that hard to keep the people who use and pay for the data informed of changes??
Seriously...

Such a pain in the ass, and right after I made the switch to full time tick charts. Enough traders use the 2000 tick chart, you could pretty much trade off any reversal signal! I tired different tick ranges (700-900), and I still have my 1 and 5 min charts up, but it really screwed up my focus and trading today.

[thommytrader]

yes, it totally screwed up my trading day once again, and this is the second time they have done it. The last time they reverted to the normal tick flow, but didn't tell anyone they did, and so we had to guess why the hell the adjusted tick charts were suddenly moving so fast!!!

[grahammtbr]

I hope we get an answer. I've pulled up a 5000 volume chart, and it's pretty damn close to the previous days 2000 tick chart. That may be the solution for the moment for me.

[Jarix77]

As mentioned earlier in the thread, the worst part is that this has happened before. I could understand if it was some sudden change on a demo feed, but changing real-time live trading feeds overnight like this with no advance warning or notification simply isn't acceptable. There's people using this that are trading substantial sums of money and some doing this professionally as well, so there's really no excuse not to have a plan in place to make sure traders (customers) are notified.

Whatever the issue is, if it's something on the CQG/Continuum side that involves backend changes they've made please make sure there's something in place in the future so that they can let you know and we can be informed. A *lot* of traders use Tick and Volume charts so this directly affects them when the handling of data changes.

I have no problem with things changing over time, but I've got serious issues with the lack of communication when it happens.

Hope it gets resolved soon with a good explanation of what happened and what's been done to ensure it doesn't get sprung on us again in the future with no warning.

Thanks!

[thommytrader]

Here's the answer I got the last time they did this. " empty space ".
Fascinating reading , isn't it?

[NinjaTrader_DrewO]

Hello all,

Thanks for your patience.

At this time, we are seeing real time data being sent from the data provider has returned to it's previous state. We are still investigating this item for further information on a cause, and will follow up here with any further information.

[thommytrader]

Could you check again please? Hard to trust these people when they changed it twice without notifying anyone, they could easily have changed it back over the weekend..

[NinjaTrader_DrewO]

thommytrader,

Thanks for your reply.

I can confirm the data is still being received as expected at this point.

[Jarix77]

Any update on the actual issue, Drew?

It's good that they managed to fix things relatively quickly, but it was still a lost day for many of us. Plus I'm sure there were those who didn't know if they could trust their data feed the next day as well, so another lost trading day.

I don't really think that's something that should happen without explanation when people are trading real money on this.

It's understandable if you can't give us a complete breakdown on what went wrong but can we at least be assured that there is a system now in place allowing you to verify the NinjaTrader CQG/Continuum feed is working properly each day? There must be a way for you to verify this for your customers so they can feel confident in their ability to trade each day knowing that what they are seeing on the screens is as accurate as possible.

This isn't a one-time event and has happened before so I really hope that there are checks in place to ensure it doesn't happen again with at least an email sent out to customers to inform them of the issue.