Volume still innacurate even with newer TDA API

[bortz]

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

[NinjaTrader_PatrickG]

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.

[bortz]

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...

[bortz]

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.

It's been years now since SFT-3936. Your company is basically saying that vol on anything less than a 5 min chart is irrelevant.. The true answer is you program lags behind real-time data because it's coded poorly and works poorly with vendor provided API and unable to facilitate better program response time. With the $ you guys make off of your uninformed customers, you could have contracted out the coding to produce an NT8 app that actually works better in real time and formed better alliances with the brokers that provide the API (which is why you STILL have no Schwab API yet btw). People have been griping about lag for years and still you won't respond. Making money off the ignorant is no way to run a professional business.

[NinjaTrader_RyanS]

Hello,

To clarify, TDA provides what is called 'snapshot' data via their API. This is a method of 'data filtering' which some data providers employ to reduce the load programs connected to the API impose. However, the historical data requested from TDA's historical data servers is unfiltered data that they have recorded to their servers. Therefore if you reload a chart, it will look different as it is now using unfiltered data from their servers rather than the cached data from the snapshot data the platform was receiving.

It's unclear if this same limitation will apply to a new API from Schwab, however in the meantime we recommend using a data provider that does not filter data if this type of granularity is needed for your trading and analysis.

[bortz]

Yes, I know what snapshot data is. It's the same as with IB and requesting quote data that is live the first time you request it and isn't updated after that until you renew your request (whenever that happens to be) and this data is provided to customers who don't pay for a live data stream. Even back when I Payed for the IB real time data, the reaction time between NT8/API and the IB data lagged so much I couldn't even trade off the 1 min. chart, so I cancelled the real-time feed free 1 month trial. TDA was light years better in that regard but still not fast enough to update the last 4 volume bars on a one minute chart. That's 4 minutes to update to current vol levels and your software can't keep up. You can't tell me a 5 sec API delay accounts for 4 mins worth of lag behind true vol. That's BS. Why doesn't the trade station platform have this problem. Because they have their own API. TWS and TOS platforms both work direct to broker. You're always going to have platform lag when you have a 3rd party going thru an API. Why don't you tell your customers that. If they try day trading with NT on a volatile penny stock that just got halted and the vol goes crazy on the resume, your platform isn't even fast enough to stop them out and they can blow up their account. Honesty is something you guys should try.