ThinkOrSwim API Volume

[habibalex]

The thinkorswim connection doesn't match their desktop app volume correctly. For example, when I am on a particular chart, a 5m AAPL chart. And I am on that same one for 20 minutes the volume is very low. Then if I change symbols and change back to AAPL, the volume increases significantly and then it matches the desktop App. Is there something in the way that ninja is processing real time volume that is incorrect?

Also the Excel TOS RTD gives the correct volume

[NinjaTrader_Jim]

Hello habibalex,

I have moved this thread to the Platform Technical Support forum as the question is not specific to developing NinjaScript indicators.

Realtime and historical volume will have differences, and we will observe differences when reloading because the realtime data feed uses TDA's L1 feed, which provides snapshot data (~5 updates a second) as opposed to data with each individual tick. Discrepancies can be seen with volume because of this.

We do have an enhancement request tracking interest to use TDA's "Time and Sales Feed" (not to be confused with the Time and Sales window in NinjaTrader since NinjaTrader still uses TDA's L1 snapshot feed) and I have added your vote. Ticket ID SFT-3936. This is an internal number, but for anyone else wishing to have their interest tracked, please let our support staff know that you would like a vote added for this request.

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