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loading daily volume incorrect

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    loading daily volume incorrect

    Hello there,

    When I download historical data for stocks I notice that the volume is incorrect. It is way higher than it should be. For example data for AALB on 3-1-2020 volume at broker is around 200k while ninja says it is 19.655.800

    #2
    NinjaTrader doesn't create any data. The historical data you're referring to is coming from your connected data provider.

    So I may accurately assist you, please answer all of the following questions:
    • What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
    • Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
    • Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    • AALB is not a built in instrument in NinjaTrader. Can you clarify what stock this is exactly? When I search the web, I find "Alberts NV"
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      I use version 8.0.20.0 64-bit
      I am connected to IB for european data, I dont get errors and yes AALB is alberts NV
      So I tried connecting to the free kinetick to download data for AAPL. And also here it seems that the volume is not correct. However this time its just a bit off while for the european its off by atleast a factor 100.

      Comment


        #4
        I agree that on Trader Workstation I see a volume for AALB around 200k. Unfortunately my test Interactive Brokers account is not enabled for real-time AALB data so I cannot confirm what displays in NinjaTrader. Similarly, the only valid mapping for this stock I could find for Kinetick was an OTC/penny stock clasification 'AALBF'. I'm curious to know how you were able to pull in this data via Kinetick. I suspect you may have just been looking at Interactive Brokers data that was stored locally.

        Please send me your database, log, and trace files so that I may look into what occurred.
        • You can do this by going to the Control Center-> Help-> Email Support
        • Expand 'Other files' and enable 'Database file'.
        • Please reference the following ticket number in the body of the email: 2381005 ATTN PatrickG
        Patrick G.NinjaTrader Customer Service

        Comment


          #5
          I sent the email. Note that I didnt pull AALB via kinetick. U can't pull european data from kinetick as far I know. I used kinetick to pull data from s&p500 and nasdaq

          Comment


            #6
            I was able to resolve the issue by adding a multiplier of 1 to the mapping:
            Typically, the multiplier is already handled by NinjaTrader for default instruments, however, when you add in a new instrument in the database (specifically a non-US equity), a multiplier of 1 may need to be added.
            Patrick G.NinjaTrader Customer Service

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