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

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  • NinjaTrader_Heath
    replied
    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:

    Leave a comment:


  • qewcool
    replied
    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

    Leave a comment:


  • NinjaTrader_Heath
    replied
    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.

    Leave a comment:


  • qewcool
    replied

    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.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello qewcool,

    I am not able to reproduce this behavior while connected to a NinjaTrader Forex demo connection which does support historical tick data.
    https://drive.google.com/file/d/1Nzo...w?usp=drivesdk

    Further, our development has confirmed this script does require historical tick data.

    Leave a comment:


  • qewcool
    replied
    But in the screenshot above, the pre-March 18 IB TWS historical data imported from NT7 does not have historical tick data either.
    And it seems to be working as you see in the screenshot.

    The only difference in the historical data pre and after March 18 is the volume, not historical tick data which both sets of historical data dont have.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello qewcool,

    From my understanding this indicator does require historical tick data to show these values historically which is not provided by Interactive Brokers.

    Leave a comment:


  • qewcool
    replied

    see the screenshot :

    For the data that was migrated from NT7 and that has volume of 1 per 1 min bar ( volume shows up as 30 because it is a 30min bars chart), the profile by price is being built.

    But starting at March18, on the data downloaded on NT8 from IB TWS that has volume put to zero, you can see that the profile by price is not being built or not being drawn on the chart. It seems to only show the POC.
    Last edited by qewcool; 04-10-2020, 03:54 PM.

    Leave a comment:


  • qewcool
    replied
    ok that is what I want but "price as profile type" does not seem to work on forex charts.

    it only works on futures charts.

    it seems to be the same behavior as with the "volume as profile type" selected : it only works on a chart that has volume not equal to zero.



    and 2nd problem : when it works (on futures chart only) the size of the letters are very small in comparison to the whole chart, even after playing with the scaling of the chart. You cannot put profile next to each other in the same chart even with the "hide bar" option selected
    Is there a way to increase the font of the letters so it fills the chart more.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello qewcool,

    The Order Flow Volume Profile indicator will still show the letters or boxes when using Price as the Draw mode and from my understanding would not be using volume.

    https://ninjatrader.com/support/help...ngPriceProfile
    https://ninjatrader.com/support/help...VWAPParameters

    Leave a comment:


  • qewcool
    replied
    yes , thats what I have been saying if you read post 5.

    anyway should I be able to use "Profile type as Price" as an option to have the profile show up on the chart even with no volume ? The profile getting built using price and not using volume ?

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello qewcool,

    This screenshot you have provided is also showing the volume with a 1, meaning there is no volume reported.

    Leave a comment:


  • qewcool
    replied
    here is the screenshot from NT8 showing the volume difference from NT7 migrated data (volume of 1) and NT8 (volume of 0) both downloaded with TWS

    and yes using TWS 973 with NinjaTrader 8.0.21.1
    Last edited by qewcool; 04-08-2020, 04:31 AM.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello qewcool,

    I was not able to reproduce this behavior.

    In NinjaTrader 7 the volume of forex is sent with a 1 from interactive brokers because volume doesn't really exist on forex.

    Below is a link to a video of the test.
    https://drive.google.com/file/d/1TDs...w?usp=drivesdk

    Are you using TWS 973 with NinjaTrader 8.0.21.1?

    Can you show a screenshot of historical data on a chart from Interactive Brokers data on NinjaTrader 7?
    Last edited by NinjaTrader_ChelseaB; 04-07-2020, 03:56 PM.

    Leave a comment:


  • qewcool
    replied
    Hi

    on NT8 the VOL indicator shows values of zero on forex USDCAD minute charts and actual values on futures ES minute charts

    if I extend my forex chart out beyond the period where I reloaded historical forex data on NT8 and show the historical data that was migrated over from NT7, then the VOL indicator shows a constant value of 1 for each 1 min bar (IB is sending a volume of 1 for each 1 min bar). So it means somehow on NT8, that volume of 1 per 1min bar that IB is sending out is being replaced by zero.

    I dont think IB TWS API would be sending out a different volume whether you are on NT7 or NT8.

    You can easily reproduce on your side I would think with a USDCAD chart and reloading historical data from IB TWS.

    Leave a comment:

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