I have received the files and I will be following up with you here shortly.
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NinjaTrader
Volume indicator - what is it measuring in?
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Originally posted by NinjaTrader_PatrickH View PostHello 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?
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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.
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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.
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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.
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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.
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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.
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