Volume indicator - what is it measuring in?

[Eric M.]

Hello Irukandji,

I also use Interactive Brokers and brought this up last month in this thread.

https://ninjatrader.com/support/forum/showthread.php?p=545326#post545326

NinjaTrader 7 appears to handle the volume correctly, NT8 doesn't - I look forward to a fix for this particular issue in Build 16.
NinjaTrader_PatrickH - I'd appreciate the opportunity to test the internal build when available.

Thanks,
Eric M.

[NinjaTrader_PatrickH]

Hello Eric M.,

Thank you for your post.

Can you message me directly at platformsupport[at]ninjatrader[dot]com?

Please list 'ATTN: Patrick H' in the subject of the email and reference this thread in the body of the email.

I look forward to assisting you further.

[Irukandji]

Right OK, so I've paid for full lifetime subscription to NT and can't use it for trading because it doesn't work properly because it's been released before being properly tested.


And there seems to be no urgency to fix something as MAJOR as volume bars not displaying correctly?


Is that correct?

[NinjaTrader_Brett]

Issue identified thanks for working though with us on the issue.

This was an issue where we requested historical data from the 'smart' exchange and not the legitimate full exchange from the IB API. On instruments which are defined in the NinjaTrader database by default we will have two exchanges selected, the default exchange and the 'actual' exchange. E.g., AAPL would be 'Default' + 'Nasdaq' enabled. Since AAPL has Default and Nasdaq when we make the request for historical data to IB we request the historical data for the Nasdaq exchange and apply the volume multiplier logic to display the correct volume for that historical data request.

However, on an instrument which is not in the database by default and is 'on the fly mapped' by NinjaTrader and in this case only 'Default' is checked. In this scenario we would make the historical data request and apply the wrong multiplier for volume since we do not have a multiplier logic setup for 'Default' exchange. This is why you see some instruments as correct and others as not.

We have an interim fix for you on these instruments which you can do today which is on instruments with the volume issue, go to Tools > Instruments > and check mark the actual exchange the instrument is on in the instrument editor for 'Exchanges'. If you don't know the exchange use TWS to right click on the instrument in the quote grid and select 'Contract Details' to get a screen which will tell you the primary exchange to select in NinjaTrader.

Once that is done for instruments you have on the fly added then as good measure restart NinjaTrader and right click reload all historical data on your charts. This should correct the volume multiplier on the data. In R16 we will test having this default multiplier applied to 'default' exchange as well by default so this step is not required.

[Irukandji]

OK, thanks for explaining the issue, at least now I know that you guys are aware of it and have identified the issue and the cause.


And thanks for the workaround - I will give it a try and see how it goes next week.

[Irukandji]

I haven't extensively tested this workaround but I think it's working.


It's not working on ticker 'USO' on ARCA exchange though.


Thanks.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your post.

Can you attach a screenshot of the USO chart in TWS and NinjaTrader 8 that shows the volume difference?

I look forward to your response.

[Irukandji]

Hi


I notice my volume charts are still not working (and after NT8 lost all my workspace and watchlists, I don't really want to manually adjust all tickers that volume doesn't work on as it will all probably get lost again)


Do you have a final and proper solution to this volume issue yet? It's ridiculous to have a specific charting package that cant display volume correctly.



Volume is just as important as correct price level data.


Thanks.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your response.

At this time there is no resolution.

Can you attach a screenshot of the USO chart in TWS and NinjaTrader 8 that shows the volume difference?

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions: http://windows.microsoft.com/en-us/w...#1TC=windows-8

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction: https://www.java.com/en/download/faq/screenshot.xml

I look forward to your response.

[NinjaTrader_PatrickH]

Hello Irukandji,

Thank you for your response.

Please also go to the NinjaTrader Control Center > Tools > Instruments > USO > Edit > Exchanges and then advise what exchanges are selected.

I look forward to your response.