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Partner 728x90


NT8 showing forex chart with zero volume after loading historical data from IB TWS

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    To reproduce it, you need to use historical price data with no tick data and no volume like IB TWS is giving out with their historical forex data.
    I am surprised you dont have a test IB TWS account since a lot of your customers are using ninjatrader with the IB TWS API.

    Your previous video in post #6 is on AAPL which will have volume and will work. Only the historical forex data dont have volume.
    The video in post #15 is with live data with tick data and the indicator will also work with that.

    I dont understand why your Development team chooses not to support "Profile type as Price" on price data with no tick data since it is the whole reason for that option to exist in the first place : which is to only use price data to draw the profile and not use either tick data or volume data to do it.

    Anyway, Can I give my feedback and suggest that you eventually correct this "bug" in the future since it is clear that the 3 options "Profile type as Price", "Profile type as Tick" and "Profile type as Volume" are there to support 3 different sets of data :

    1) "Profile type as Price" = price data with no tick data and no volume data
    2) "Profile type as Tick" = price data with tick data and no volume data
    3) "Profile type as Volume" = price data with volume data and no tick data

    Thank you for your help
    Last edited by qewcool; 04-17-2020, 11:12 AM.


      Hello qewcool,

      Thank you for your reply.

      I tested with an IB TWS test connection that we have and can confirm that the price profile does not display when price is selected as the profile using that data connection because historical tick data is required to build an accurate volume profile.

      Additionally, Price profiles displays a letter or block if underlying trades inside of a specific time window. These time windows are 30 minute in length. Note that this profile still uses tick data to calculate. If a single tick occurs inside that time window at a price a letter or block will be plotted. This is intentional as the Order flow is not meant to provide options for different types of data provided, but different options for displaying available volume recorded from historical tick data.

      If you're not receiving historical tick data the platform will be unable to calculate the profile using Order Flow tools.

      As calculating using the profiles you've explained is not possible, I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

      Thanks in advance for your patience.

      Please let me know if you have any additional questions.
      Heath R.NinjaTrader Customer Service


        ok just make sure they understand that right now just situation 1) described in post #16 is not possible

        situation 2) and 3) are both plotting the profile

        Thank you for your help and please provide with the tracking number if you get one


          Hello qewcool,

          Thanks for your patience.

          The internal tracking number for your feature request is SFT-4780 . Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

          When a feature request is implemented, you'll find a description of the new feature in the release notes:
          Heath R.NinjaTrader Customer Service


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