Record Forex volume

[fpa75]

Hello,
I use IB as data feed. It seems the volume on Forex is not recorded, although I have checked "Enable market recording for playback". Is there a way to record the volume ?
Thanks.
F.

[NinjaTrader_Jason]

Hello fpa75,

When I test it on my end, it records and replay volume forex data. I created a forex chart with the VOL indicator and recorded Market Replay data. Subsequently I connected to the Playback connection and replayed the data I recorded. The VOL indicator receives data in realtime for the time I recorded.

Can you please check what NinjaTrader version you have installed (8.0.x.x). You can check this at Control Center-->Help-->About.

In addition, please tell me what TWS/Gateway version you have installed.

[fpa75]

Hello Jason,

Thank you for your test. This morning I have noticed that the volume is recorded because when I start NT the volume is displayed. The volume is displayed as long as NT is offline. But when NT connects to IB, all the recorded volume is erased and only the realtime volume is displayed.

Here are the versions :
IB Gateway 954.2r (Jan 4 2016)
NT 8.0.4.0 64 bits

Thanks for your help.

Fabrice

PS: I have just checked the IB gateway version required and it is now 960.2g (it has changed recently I believe).

[NinjaTrader_Jason]

Hello Fabrice,

Unfortunately historical forex volume and realtime forex volume is different with Interactive Brokers in NinjaTrader. If the visible display of the chart only shows historical data, you should see volume in the VOL indicator. However if the visible display is combined with realtime data, you do not see it anymore. This is because realtime volume is received is much larger quantities.

[fpa75]

Hello Jason,
I am not sure to understand your answer. Does it mean that it is not just possible to display the historical & realtime volume of the Forex with IB ? I use other chart of 6E where both historical and realtime volume are displayed without problem. I don't understand and do not know what to do.
Thanks.

[NinjaTrader_Jason]

Historical forex volume and realtime forex volume is provided in a different way when connected to Interactive Brokers in NinjaTrader. Realtime forex volume is received in much higher values than historical forex volume. If you scroll back in the chart so the visible display does not show any data you received in realtime, do you see bars for the VOL indicator? If so, please check the values that are reported for these VOL bars and then compare it to the values of VOL bars for realtime data you receive.