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Volume still innacurate even with newer TDA API

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    Volume still innacurate even with newer TDA API

    I see this hasn't been resolved, which makes trading breakouts on vol nearly impossible. The most up to the minute vol bar isn't filling in real time with a TDA live feed. The most recent 1 min. bars are nowhere near their true capacity in height or value. The vol up/down indicator setting is set to "on each ticK' so the basics have already been accounted for here. I brought this issue up pre TDA new API and was told the new API would fix it. Obviously not...
    Thanks,
    Frank

    #2
    The current feed being used for real-time data from TD Ameritrade does not send updates for every single tick. There is a minimum time interval (~5/sec) for performance reasons. This is what is causing the discrepancy between real-time data.

    I'll add your vote to SFT-3936 which is our internal tracking for improvements to the TD Ameritrade API.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Thanks Patrick.
      I guess the only work around is to use a copy of thinkorswim in conjunction with NT and pin a small chart showing volume from TOS on top of my NT8 chart. Kind of defeats the purpose of using NT but you can't really trade breakouts without knowing if there's unusual volume increases at the breakout point. Surprised others haven't put up much of a fight about this and already got this implemented. Must not be a lot of breakout day traders using this program...

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