Volume indicator - what is it measuring in?

[NinjaTrader_PatrickH]

Thank you, Irukandji.

I have received the files and I will be following up with you here shortly.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your patience.

I am seeing the same behavior in NinjaTrader 7 and NinjaTrader 8 when viewing the Daily Bar Volume from Interactive Brokers. We are investigating this matter further and I will follow up with you when I have further details.

[Irukandji]

Hello Irukandji,

Thank you for your patience.

I am seeing the same behavior in NinjaTrader 7 and NinjaTrader 8 when viewing the Daily Bar Volume from Interactive Brokers. We are investigating this matter further and I will follow up with you when I have further details.

Thanks - is it happening with all the various volume indicators?

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your response.

This is occurring with the Volume data for the Daily Bars which will affect any Volume based indicator.

[Irukandji]

Hi Patrick


Any update on this?



Thanks...

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your patience.

We are investigating this further. This may be as simple as the difference between ETH Daily bars and RTH Daily bars and whether one is provided to third party applications connected to Interactive Brokers and whether the other is what the TWS charts can view.

I will follow up with you when I have further details.

[Irukandji]

Hi Patrick


What are ETH Daily bars and RTH Daily bars?


Thanks.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your response.

ETH stands for Extended Trading Hours and RTH stands for Realtime Trading Hours. ETH is generally a longer session and only includes the breaks as determined by the exchange. RTH is referred to as the "Pit" hours and represents the normal trading hours.

I will update this thread when I have further detail on this matter.

[Irukandji]

Hi any fix yet?


I cannot trade until I can see the volume displayed correctly on all my charts.


This has been going on a few weeks now.


Thank you.

[Irukandji]

The results seem random - some ticker symbols display volume levels correctly. It does not even seem to matter which exchange they comes from, it seems very random.


Examples:


CLF - 42M on NT / TWS (NYSE) - good



IQ - 136K on NT / 15M on TWS (NASDAQ) - bad



SPY - 34M on NT / TWS (ARCA) - good



QQQ - 15M on NT / TWS (NASDAQ) - good



USO - 217K on NT / 15M on TWS (ARCA) - bad



BILI - 46K on NT / 5M on TWS (NASDAQ) - bad



GOOG - 1.2M on NT / TWS (NASDAQ) - good



APPN - 2K on NT / 250K on TWS (NASDAQ) - bad



BBD - 114K on NT / 8M on TWS (NYSE) - bad









Thanks.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for the additional examples.

I will follow up here when I have any details on the matter.

[Irukandji]

Hi....


Any news? I am literally sitting on my hands unable to place any trades these last few weeks because of this issue.


Are we close to fixing it? Like, this week?


And surely I can't be the only person who uses NT with IB? So is anyone else sharing this same issue of volume not showing the correct numbers?


Thank you.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your patience.

We recently updated to release 15 and development is working on release 16. We plan to implement changes for this and we will be in contact via email with you when an internal build is available for testing.

Please let me know if you have any questions.

[Irukandji]

Thanks, what's the approximate ETA for release 16?


Surely this can't be the first time someone has noticed the volume is completely wrong for data from Interactive Brokers??


Thanks.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your response.

I would not have an ETA on the next release of NinjaTrader 8.