Incorrect Volume on Patsystems connection

[pdwebb]

I posted uesterday about the Patsystems not showing the correct volume but I cannot find the post today.

When I connect to my Patsystems connection the volume on the emini
ES 12-09 only shows about 1000 or less per minute when the actual volume is 5K-15K this morning. Of course this makes my volume charts useless since they only show about 10-20% of the number of bars it should. I also use volume in some of my custom indicators and with incorrect volumes showing they are unusable as well. Since most of my trading is done using volume I am unable to trade.

Is thre a fix for this or is?

Thanks!

[NinjaTrader_Ray]

I posted uesterday about the Patsystems not showing the correct volume but I cannot find the post today.

When I connect to my Patsystems connection the volume on the emini
ES 12-09 only shows about 1000 or less per minute when the actual volume is 5K-15K this morning. Of course this makes my volume charts useless since they only show about 10-20% of the number of bars it should. I also use volume in some of my custom indicators and with incorrect volumes showing they are unusable as well. Since most of my trading is done using volume I am unable to trade.

Is thre a fix for this or is?

Thanks!

See here.

http://www.ninjatrader-support2.com/vb/showthread.php?t=21591

In short, we updated our Patsystems API. The volume we report is the volume they send. Nothing has changed otherwise.

[pdwebb]

Sorry I missed the reply. Yes, the volume is about the same from 6.5 and 7.0. I was told by tech support that there was a known issue with NT and Patsystems that was to be fixed in NT7.

Has anyone else reported this issue? I would assume this would be a big problem for anyone with this connection.

Any auggestions on how to resolve this?

Thanks!

[NinjaTrader_Ray]

Sorry I missed the reply. Yes, the volume is about the same from 6.5 and 7.0. I was told by tech support that there was a known issue with NT and Patsystems that was to be fixed in NT7.

Has anyone else reported this issue? I would assume this would be a big problem for anyone with this connection.

Any auggestions on how to resolve this?

Thanks!

By chance, do you have the original ticket # where support provided this information to you, I would like to research it further. There is nothing that can be done since the data we receive is what we send through the application. Their server drives this data.

[cyrotiv]

Hi there,

(1) I have similar problems with a patsystems and NT setup - volume is under-reported. With a datafeed connection to eSignal, I need to manually reload historical data to get the "correct" volumes.

I found that if I connect to eSignal then followed by pats, I can get the correct volume bars but (2) my DOM only showed the current ask and bid prices & volumes instead of the market depth.

Question is, any solutions or suggestions to problems (1) and/or (2)?

Appreciate your help.


Thanks,

cyro

[NinjaTrader_Ray]

This is expected since Patsystems throttles the data thus you will see less volume. To workaround, connect to eSignal first so real-time and historical data comes from eSignal.

[cyrotiv]

This is expected since Patsystems throttles the data thus you will see less volume. To workaround, connect to eSignal first so real-time and historical data comes from eSignal.

Thanks for clarifying that. If I had to connect to esignal, is there any way to display market depth in the DOM?

Thanks,
cyro

[NinjaTrader_JoshP]

cyro,

Connecting to eSignal first should provide you the necessary information provided that your subscription is authorized for that information.

[NinjaTrader_JoshP]

maxima,

Believe it depends on your license key. If you have a Zen-Fire license key you would want to contact sales [at] ninjatrader [dot] com and see what they can do about your license key to be for Pats.

[maxima]

Yes sorry. I got a bit frustrated after 2 days of attempt to get any data...

Yeah I figured out is that key from Mirus is no good. Of course I have Patsystems key - just didnt think it was a big deal