Volume bar data not displaying correctly Nin8 vs TOS with TD Ameritrade live data.

[jb151]

When you first load the symbol the volume bars for the past bars are displayed correctly -- see "Pic1"

When a new bar starts to form, from that point forward, the volume is not displaying correctly -- see "pic2"

When you change the symbol and then come back to same symbol, or reload the chart data, the volume bar data in the past is correct, but again, going forward, the volume is not correct on new bars that form. -- See pic 3 and 4

Does the same thing on all symbols -- see pic 5

Any thoughts on fixing this?

Thanks

[NinjaTrader_Melissa]

Hello,

Thank you for the post.

This is expected because of your data provider.

TD Ameritrade sends 'Snapshot' data to NinjaTrader rather than the 'Time and Sales' data that is used in TOS.

What this means is the data is updated on a set time interval rather than with each incoming tick. As a result, historical and real-time data will look different on your chart.

Please let us know if you have any further questions.

[vonlazerstein]

Is there a way to get better data to run a strategy on and still use TD to fill orders?

[NinjaTrader_Eduardo]

Hello,

Thank you for your post.
It is possible to use another provider for market data, while the platform is also connected to TD to submit orders.

[bltdavid]

I'd suggest investigating IQFeed, or Kinetick.

[AndyM]

I'd suggest investigating IQFeed, or Kinetick.

Can anyone tell me if Kinetick volume data matches Continuum? In general is it worthwhile connecting to Kinetick and Continuum together whilst trading? I have no problem investing $75/month if it is beneficial. Thanks in advance.

[bltdavid]

If you're talking Kinetick/Futures vs Continuum,
they should be very close.

Remember, Continuum data is Futures only.

-=o=-

I'm confused.

Your screenshots seem to be focused on Stocks.

Isn't your interest more Kinetick/Stocks vs TDA?