missing data

[playafh69]

i am using a ninja 7 x32 beta 17 on widnows 7... I noticed that recently after the upgrade from beta 16, that data is missing.
I'm going to attach a pic of a volume based chart of the ES... its a 20,000 vbc. I've set the session template to" use instrument settings" as well as "CME RTH" and i still have the same problem. I have a dtn iq feed, and I've even downloaded fresh historical data from the session manager by deleting the contract, and downloading it again... I've attached a pic with what i mean.
the first pic is the missing data.... When i download the data I have all setting checked.. tick/minute/day..ask/bid/last data
I even changed the setting to download tick data only, just for today's session only, and it still can't do it correctly.. This is a SERIOUS problem....
I have closed the chart, deleted the workspace, deleted all contracts from the session manager and instrument manager and templates, restarted ninja and did it all over again with the same problems......

The only way to fix it is to connect to Kinetic, and download historical data straight from there, and it seems to fix it....

[NinjaTrader_Jason]

Hello playafh69,

Please note that NinjaTrader acts like a radio reciever and displays the data it receives. It seems your DTN IQFeed connection provides volume data as per your first screenshot.

You can forward me your IQFeed login credentials, so I can test your connection on my end to check if I experience the same behavior. Please send it to support[at]ninjatrader[dot]com and put 'Attn Jason' in the subject header and reference this forum thread.

[playafh69]

i don't understand.. of course it provides volume data.... when running live, the data is fine. If i hit reload historical data, it gets screwed up. Dtn didn't shut down volume data for me right after i switched to beta 17 2 days ago?

[Lee123]

Lost volume

Hi,

I connect to IB Forex.

Can NT be configured to retain the volume that it has generated from a prior session.

Sometimes a previous days volume will be on the chart as long as I have not closed NT before the current session finishes. But more often then not there is no volume. I am using minute charts set to read the "Last". In the "Historical data manager" there is no volume listed under "minute" but the volume is there for the "Tick data".

So is there any way that the volume can be kept when connecting for a new session.

Thanks
Lee

[NinjaTrader_Jason]

Hello Lee,

You can save all incoming real-time tick data by enabling 'Save chart data as historical'. This option can be found at Control Center-->Tools-->Options-->Data-tab.

Volume charts are built by tick data - please see the link below under 'Understanding the underlying base data type required for constructing various chart bars'.

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

Real-time tick data you receive in a chart will be saved and displayed as historical data in future sessions.

[Lee123]

Hi,

I have another anomily : the hist data manager shows volume as does the 1 min chart on the left (pic 1); the 3 min chart on the right does not show that volume. If I change the 3 min chart to any other time frame it will then show the volume (pic 2), but when I revert back to 3 min there is no volume. Changing the left hand 1 min chart to a 3 min chart will not show volume (pic 2). Changing the number of days to display will sometimes show the volume but not in this particular case. Restarting NT7 makes no difference.

Am I missing something here?

thankyou , Lee

[NinjaTrader_Jason]

Hello Lee,

Unfortunately this is as expected with IB. Historical forex volume data is not supported with IB. NinjaTrader will substitute a value of 1 per minute.

You will receive real-time forex volume data from IB. However once you load historical data, it will display a volume value of 3 for a 3 minute chart.

[Lee123]

Hello,

i believe you did not read the message correctly.
So to repeat : Why does volume show itself to be present hist data but does not show on the chart.
There is no reason to be able to store hist data if you can't get it on the chart.
Why does volume show on a !min, 5min, 10min, 15min chart but not on the 3min chart?
Thank you

[NinjaTrader_Jason]

Can you please scroll the 3 minute chart to the current candle and check if real-time volume data is received as displayed in the other charts.

I notice your 3 minute chart is scrolled back in time further more than the other charts. So the volume indicator only reflects historical volume data. The other charts are not scrolled back that far and include the volume data they received in real-time.

[Lee123]

Hi,
Yes data is being received and stored correctly.
The chart pictures are showing data for a prior day. I have done it like that so you can see that there is volume data in the hist data manager but it does not show on the chart for that time period.
So to put it another way, why is the chart not showing what is in the hist data manager.
Is the chart overlooking the volume data or is the chart reflecting data that is stored somewhere else.

thanks

[NinjaTrader_Jason]

It seems the chart is reflecting historical volume data from IB. Can you please restart NinjaTrader and not connect to IB or any other data feed. Subsequently create a new EURUSD 3 minute chart and check if it reflects the historical volume data listed in the Historical Data Manager.

Does the issue only occur in the chart window you so far used? If so, please delete it and create a new chart. Connect to IB again and check the volume data.

[Lee123]

Hi,

thank you, but none of the above makes any difference.

Allow me ask you a question if you please: Are there reasons or occasions when the historical data manager will show that it has data for a "prior" day but this will not show on a chart.

Thank you

[NinjaTrader_Jason]

Ok, so when not connected to IB or any data feed at all and you create a new chart, it does not reflect the volume data that is displayed in the Historical Data Manager? Could you please export the historical data in question and post it on the forum if possible.

http://www.ninjatrader.com/support/helpGuides/nt7/exporting.htm

If historical data is loaded from IB, volume data will be displayed as in your screenshot. Since historical forex volume is not supported, it is substituted by a value of 1.

[Lee123]

Done thanks, time is GMT.

Unfortinately it had to go as 2 files : The file saved as "New text document" will have to be appended to the file labelled $EURUSD.Last.txt due to your upload restrictions.

your quote - If historical data is loaded from IB, volume data will be displayed as in your screenshot. Since historical forex volume is not supported, it is substituted by a value of 1. -

Yes appreciate your quote, but my query is about the volume data that NinjaTrader has created and already exists in the historical data manager.

If you were to go back to pic 1 in a previous post you will see that the left hand chart is showing the volume as exists in HDM but the right hand chart should be showing that data (on a different time frame) but is not.

I would not be bothering you on a one off instance, however this happens frequently.
For instance I will scroll back on the charts and say to myself "hey where has the volume gone" Then check in HDM in see that the volume does exist but is shown on the chart as 1 or 3 etc. (Although if a 24 hour period has not been completed it will be over written with 1's)

Thank you.

[NinjaTrader_Jason]

I imported the files and I see it lists volume data from 1:16 PM up to 9:15 PM. Outside these times, volume is listed with a value of 1.

When I create a chart, the same volume data is reflected. I do not display values of 1 between 1:16 PM and 9:15 PM.

The Historical Data Manager will list volume data with a value of 1, once data is loaded as historical data from IB.

Please see the link below under 'When does NinjaTrader load historical data?' for information when NinjaTrader loads data.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm