Volume not displayed correctly for IB

[Harry]

NT 6.5.1000.14 with TWS 900.6

When toggling from ES to FESX or FDAX (1 minute chart) NinjaTrader shows volume spikes. The spikes also occur on a 2 min and 3 min chart. However the 10 min chart is correct.

1 min chart shows volume of 172,224 contracts upon connection (screenshot 1).
3 min chart shows volume of 173,473 contracts upon conection (screenshot 2).
10 min chart is correct (screenshot 3).

Sometimes NinjaTrader is really inacceptable. As 1 min chart and 10 min chart are in contradiction, this points to major inconsistencies in NT's database.

[NinjaTrader_VinceB]

Hi Harry,

Thanks for posting. We will test this later today and see if we can reproduce.


Vince

[Harry]

Is difficult to reproduce. After reloading data it went away. But I remember that I have had this already some time ago. Volume spikes that either occur at the time of connection or at midnight break. So it is an old problem that never has been solved. As it goes away when reloading data, it is probably second priority.

But it is again a reliability issue.

Hi Harry,

Thanks for posting. We will test this later today and see if we can reproduce.


Vince

[Harry]

Now also had this for ES. Somehow NinjaTrader displays sort of cumulated volume under certain conditions. Do not know why.

[NinjaTrader_VinceB]

Thanks for additional info. Will forward this too.

[Harry]

Vincent,

have tested this further. Some observations:

(1) The problem is the first bar of real-time data that follows the bar of historical data loaded. Sometimes historical data is added to this first real-time bar. I have not enabled storing real-time data.

(2) When toggling between instruments, not the last bar is the high volume bar, but the "connection bar", when historical data was loaded.

(3) Is not reproducible.

Just had it again with all futures contracts. After opening a chart I need to reload historical data each time, if it happens.

Thanks for additional info. Will forward this too.

[NinjaTrader_Tim]

Hi Harry,

If possible, can you please send a screenshot of the ES chart that is occurred on.

Thus far I have been unable to reproduce, but will certainly keep an eye out.

[Harry]

I had added a few screenshots for FESX below. They show the problem.
Same thing also occured for ES. Will post, when I observe it.

Hi Harry,

If possible, can you please send a screenshot of the ES chart that is occurred on.

Thus far I have been unable to reproduce, but will certainly keep an eye out.

[Harry]

323000 contracts per minute

Just connected NT (version 6.5.1000.14) to TWS Here is the 1 min chart (15 days) of ES, as you asked for.

After reloading the chart data, it went away (this is not always the case). The problem here is that sometimes it is not 323000 contracts but only 15000 contracts, then it looks plausible but is false anyway.

Hi Harry,

If possible, can you please send a screenshot of the ES chart that is occurred on.

Thus far I have been unable to reproduce, but will certainly keep an eye out.

[NinjaTrader_Kyle]

Hi Harry,

Thank you for your reply.

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:

1.) A link to this forum thread.

2.) Your most current trace file.
You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt

3.) The version of TWS that you are running.
You will find the version of TWS by clicking Help > About Trader Workstation.

[brant]

same problem

Hi Harry and Kyle,
it seems I have the exact same problems and I am using the exact same versions of NT and TWS as Harry. I am working with $EURUSD charts. It looks like everytime a new real-time bar starts, my self-coded custom indicator lines turn into one straight horizontal line at the top or bottom of the indicator panel. The problem is corrected when historical data is reloaded.

I suspect it has something to do with scaling the data. I am combining Momentum and Advance-Decline indicators which have vastly different scales. I am re-scaling by multiplying and dividing in the OnBarUpdate() method but something with every new real-time bar throws the calculation out of order...

I am looking forward to Kyle's investigation results.

Thanks,
Brant

[NinjaTrader_RyanO]

Hi Brant,

Thank you for your post.

I would encourage you to follow the same steps as below. Please send a note to Support [AT] NinjaTrader [DOT] com.

In the message, please include the following:

1.) A link to this forum thread.

2.) Your most current trace file.
You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt

3.) The version of TWS that you are running.
You will find the version of TWS by clicking Help > About Trader Workstation.

[brant]

will do right away... thanks for the promptness.

[Harry]

Somehow, did not read this. Will sent you trace file ASAP, when this occurs again (will certainly, as this happens for years).

Hi Harry,

Thank you for your reply.

Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:

1.) A link to this forum thread.

2.) Your most current trace file.
You will find the trace file here: My Documents > NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt

3.) The version of TWS that you are running.
You will find the version of TWS by clicking Help > About Trader Workstation.

[NinjaTrader_RyanO]

Hi,

Sounds good, and if you could reference this forum post when including those files when it does happen we will investigate further.