How to view current daily volume in market analyzer?

[imphasing]

I like to have a lots of different expirations of futures contracts in market analyzer, ordered by daily volume so I can always see which expiration has the most volume.

When I add the daily volume column to the market analyzer, it never updates - I assume due to the daily bar not closing yet. When I add the VOL indicator to market analyzer using last day, updating on price change no numbers ever show up.

What's the suggested way to view the day's current volume in market analyzer?

[NinjaTrader_AlanP]

Hello Imphasing,

Thank you for your note.

If you right click on your market analyzer window>Columns>select the volume indicator and under General Settings set Calculate on Bar Close=False, do you see a more recent update? (See Screen Shot).

If not, who is your data provider /who are you connecting to? For example Kinetick end of Day?

I look forward to your reply.

[imphasing]

It looks like you're on NT7 in your screenshot, I am on NT8 and it seems there are specific indicators for market analyzer, and I don't see any option to change when the indicator should update:



EDIT: Forgot to mention I am using IB with IB data

[klaus w]

Hello Impashing,
I have the same issue as you can see in the screenshot. There is no volume data displayed in the preconfigured colmumns. Although you can add an indicator which is called VOL and then the volume will be shown. The question here is: why having preconfigured columns for volume if they do not work?
I am connecting NT8 via TWS to IB.

[tradesmart]

Probably it's a data connection issue, because it works fine with CQG.

[klaus w]

I agree. I have also other issues which I cannot explain when I am connected to a IB live feed. I get messages like:

2016-12-27 20:41:48:284|3|4|Strategy 'alphaFuchsV06r01/93552586': Error in loading strategy from the database: System.IndexOutOfRangeException: Index was outside the bounds of the array. at NinjaTrader.NinjaScript.StrategyBase.DbFromCommand (IDbCommand cmd)

and then
2016-12-27 20:51:57:478|3|4|A hosted indicator tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state.

But there is no indicator at all and I am adding the new dataseries with a fixed value of e.g. 22 minutes.
NT8 even crashes with the message attached.
Anyone any idea?

[NinjaTrader_AlanP]

Hello Imphasing,

Yesterday I was going to suggest you do what Klaus mentioned, add an indicator>Vol and set the Calculate to on Price Change and Set DataSeries Type to Day, however noticed this was also not putting out a value at the time I was trying. Currently it is working however. This differs from NT7 and I have submitted a note to development.

I think the issue could have been being between two sessions, as I was testing when the markets were closed, before the reopen. The holiday also may have had an influence but we are currently looking into the reason for the issue.

Thank you for bringing this to our attention.

[imphasing]

I tried again today and I am now seeing values in the market analyzer for VOL on daily data, with updates on price change. This is good, however the numbers I'm seeing for the different expirations is certainly not accurate:



I'm not sure why this shows like this, on NT7 it was trivial to see volume across expirations, so it seems like something has changes in NT8 that doesn't allow me to work with multiple expirations..

The numbers update as volume comes in, but they are always the same for each expiration. Same issue with ES as on CL, same volume numbers for each expiration.

[NinjaTrader_AlanP]

Hello Imphasing,

This is due to the merge settings. If you go to Control Center>Tools>Options>Market Data and set your merge policy to DoNotMerge, then right click on the analyzer window>Reload Historical Data you should see volumes respective to the specific contract months.

Please let us know if you need further assistance.

[imphasing]

I noticed this about charted data, can't see the data except for incoming ticks, previous data is on the previously merged contracts, when I'm on a contract where the rollover hasn't happened yet. This makes sense, since I have it set to "Merge non back adjusted", so it kinda makes sense that I could only see the incoming ticks for contracts that haven't rolled over yet, but the old merged data for historical stuff.

However for volume numbers, I feel like this is a missing feature in NT8 - I don't want to have to change my adjustment method just to see volume numbers across expirations, I want to have my charts on "Merge non back adjusted" but be able to see volume across expirations, which shouldn't depend on the adjustment methodology in my mind - it's just a bare volume number for the contract, it doesn't make sense to me that I have to change how contracts are merged just to see accurate volume numbers. In NT7, I could have my charts merged however I want but still see volume numbers across contracts, so I am missing this feature in NT8, which is pretty critical to how I like to operate.

I don't want to have to trade on non-merged charts just to be able to see volume across expirations, that seems like an odd requirement to me.



In essence, my ask is to be able to, like I could in NT7:

1. View live daily volume data across multiple expirations of the same futures contract
AS WELL AS
2. View chart data that's merged together at rollovers, like Merge non back adjusted

[imphasing]

Did a little more research using NT7 to narrow in on exactly what's missing for me:

NT7 seems to work the same way as NT8 when using the VOL indicator on daily data, it shows all the same volume numbers when Merge non back adjusted is set. When I set it to do not merge, I can see volume across all expirations like with NT8. However, the "Daily Volume" market analyzer column (not an indicator column) shows live volume as it comes in per expiration, no matter what I set my merge policy to.

In NT8, the "Daily Volume" market analyzer colmn just doesn't show me anything, regardless of what I set my merge policy to, it's just always blank. This is the feature of NT7 that I'm missing in NT8, a working live "Daily Volume" market analyzer column.


Here's my configuration in NT7, working with live daily volume for each expiration regardless of how I set my merge policy:



The same configuration in NT8, with no volume numbers at all no matter how I configure it:

[NinjaTrader_AlanP]

Hello imphasing,

Who is your data provider/account connection?

Could you please send an email to platformsupport[at]ninjatrader[dot]com with Attn: Alan P in the Subject line. Also within the email please include a link to this thread, and attach the log and trace files for the day in subject which you can find in My Documents>NinjaTrader7>Log and My Documents>NinjaTrader7/Trace folders.

I look forward to your reply.