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Volume not matching
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Volume not matching
My volume profile is showing a different volume than the volume in the market analyzer. It usually matches. Now it's way off.
You can see them circled in blue in the image.1 PhotoTags: None
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Yes, it is Daily Volume, I just changed the label. I also just noticed something else. This morning the range was at 55.50 as shown in the image i shared earlier, now it's at 55.25
How is it possible for it to go down. It can only go up, not down.
You can see in the new image the range went down. it's still the same day. and volume is way off still1 Photo
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Hello Johnny Santiago,
Thank you for your reply.
As far as discrepancy beween the indicator and the Daily Volume column, this is most likely because the indicator shows last tick volume data that comes from your provider.
This does not include non-last-trade-qualifying types of trades.
The Time & Sales window and Daily Volume column of the Market Analyzer uses a Fundamental Data, or MarketData.DailyVolume.
The reason is that MarketData.DailyVolume includes all Last Trade types and all non-last-trade-qualifying trades.
Each data provider is different and we do not know how the other platforms store, transmit, and display data.
Below are some Examples of non-last-trade-qualifying trades that do not come through IQFeed/Kinetick and would be excluded from the Volume series:
a = acquisition
b = bunched trade - average price c = cash trade
d = distribution
e = automatic execution f = intermarket sweep
g = bunched sold trade - opening/reopening trade detail h = intraday trade detail
i = basket index on close transaction j = rule 127 trade
k = rule 155 trade l = sold last
n= next day o = opened
p = prior reference price r = seller
s = split trade
u = extended hours trade - reported late or out of sequence
w = average price trade
y = yellow flagged regular trade
z = sold - out of sequence
Please note that this list only applies to IQFeed/Kinetick, other data providers may include or exclude these types of trades.
As for the range going down, I'll do some testing on my end on that and let you know what I find.
Thanks in advance; I look forward to assisting you further.Kate W.NinjaTrader Customer Service
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Hello Johnny Santiago,
Technically they are both correct, however, the Daily Volume would be expected to be higher as it would show the fundamental data which includes those non-last-qualifying trades. In my testing with NinjaTrader Continuum, I see about a 20k difference between the two.
Please let us know if we may be of further assistance to you.Kate W.NinjaTrader Customer Service
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