I got an issue with my barseries. I figured out that there is a second missing somehow. Now the regular minute bars compensate for that and continue to aggregate based on their minute interval. The Volumetric Bars however are completely thrown off by this, not correctly aggregating the timewindow that the missing second falls in. So from that second onward, each candle OHLC is a mismatch to the regular minute interval.
a) how come I am missing a second if there is historical data for that period?
b) please check if it's intentional that the aggregation logic of Volumetric Bars, Type Minute does not match the aggregation logic of actual Minute bars. I sure hope thats an error.
Thanks.
edit: I just learned that the error of the missing second bar only exists with Kinetick Live datafeed. On Ninjatrader via Continuum, the missing second bar is there.
I disconnected, deleted historical data, restarted ninja, then connected. The error on Kinetick feed so far is replicable.
FWIW; I don't have MES live data subscribed from Kinetick, but since it's loading historical tick data for that second, I don't know why it wouldn't print the bar.
Also, I can avoid by setting preferred datafeed for historical and live to continuum & then connecting to Ninjatrader Continuum first.
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