Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Volume Interval Problem

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Volume Interval Problem

    Hi,

    I've been trying out NT8 and am using the latest version 8.0.5.2 64-bit with data from IB TWS 960.2g.

    I use a chart with a 2,000 Volume interval bar but in NT8 it is way off. The attached screen shot of this NT8 chart is the Nikkei Mini Futures (JNM 06-17) and as you can see after a complete day session shows only 18 x 2,000 bars or 36,000 total volume. Compare that to the IB TWS chart showing approx. total volume of over 400,000 for the same session. A huge difference.

    I also attach a screen shot of the Osaka Exchange web site for the same day session showing a total volume of 432,211 so the NT8 chart again seems wrong.

    Something has changed here as with NT7 and IB TWS 944.3 it worked fine, but with NT8 it seems to be out by a factor of approx. 10, the NT8 2,000 interval is more like 20,000. Please also note I have tested the raw IB data feed with an API and they are supplying the data as reflected on their chart.

    Have you changed the way you read IB tick size and/or RTVolume data or is this just a bug in changing from NT7 to NT8?

    Please help, I'd like to use NT8 but can't with it like this. I'd also be interested to know if any one else has had this problem.
    Attached Files

    #2
    What trading hours template is being used in your NinjaTrader 8 chart?

    Right-click on your chart > Data Series > Trading Hours.

    If you adjust this to 'Default 24/7' do you observe more data?
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Using the Default 24/7 trading hours template made no difference, still out by a big margin.

      I was using the OSE Nikkei Mini template.

      By the way the NT8 trading hours template for the OSE Nikkei Mini futures are wrong. The JPX changed the Nikkei 225 futures hours to be different from the cash index in July 2016.

      For the OSE Nikkei Mini the JPX/Oasaka Exchnage tradng hours are:
      Day Session 08:45 to 15:15 Osaka, Japan time
      Night Session 16:30 to 05:30 Osaka, Japan time

      Comment


        #4
        I see that the hours in our OSE Nikkei Mini trading hours template differ slightly from what is displayed here:

        http://www.jpx.co.jp/english/derivat...trading-hours/

        I will bring this to the Development Team's attention.

        Please send me your log and trace files so that I may look into what occurred regarding your volume data.

        You can do this by going to the Control Center-> Help-> Email Support

        Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

        Please reference the following ticket number in the body of the email: 1691121 ATTN Patrick G
        Patrick G.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by i2w8am9ii2, Today, 04:36 PM
        2 responses
        13 views
        0 likes
        Last Post i2w8am9ii2  
        Started by WeyldFalcon, Today, 02:07 PM
        2 responses
        13 views
        0 likes
        Last Post WeyldFalcon  
        Started by hfwiley, Today, 03:02 PM
        2 responses
        17 views
        0 likes
        Last Post hfwiley
        by hfwiley
         
        Started by pdennis, Today, 02:34 PM
        3 responses
        21 views
        0 likes
        Last Post NinjaTrader_ChrisL  
        Started by tonynt, Today, 01:47 PM
        3 responses
        22 views
        0 likes
        Last Post NinjaTrader_Kate  
        Working...
        X