Sources mixed up in Market Analyzer?

[Stopped]

Hello,

I am having problems with currency Volume data being loaded on Market Analyzer.

For the purpose of running a little test, I decided to change the source for $EURGBP data from one contributor of IQFeed (FXCM) to another contributor of this same data provider (Barclays).

Before re-loading the data on Market Analyzer, I deleted the history on History Data Manager to make sure that NT was forced to load up all the data from this contributor.

However, when I run Market Analyzer on these new settings, the Volume column showed two very different sets of values interchangeably (see attached screenshots, both taken only seconds apart), as if it was loading the data from two very different data feeds...

I am pretty sure the figure in the 10,000M range corresponds to FXCM while the one on the 500M zone is related to Barclays. However, on this instance, only the Barclays data should be loaded.

What on earth is going on?

Thanks,

Stopped

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

Just so that I understand this correctly your saying that the volume colomn changes between these two values without you changing anything it will just update and flip between the two feeds? Is this correct or does it require any specific steps to get this to switch.

Also, what connection technology are you connecting to barclays with?

What connection order are you using? Which connection is connected too first and connected too last?

Does this only occur with this one instrument?

I look forward to assisting you further.

[Stopped]

Hi Brett,

Thanks for looking into this.

Yes, you got it: without I doing anything, Market Analyzer updates and flips between the two. Note screeenshots in previous post were taken only seconds apart from each other.

I am connected to IQFeed only. What I did was to change the symbol on the Symbol Map section of Misc in Instrument Manager from EURGBP.FXCM (the FXCM contribution to IQFeed for this currency pair) to BEURGBP (the Barclays contribution). They are just two different symbols from the same feed (IQFeed). You can see all this on screenshot EURGBP Volume 4 below.

Another interesting bit of info: I exported the data from the Historical Data Manager onto Excel and added up all the entries for Volume and the result was 488.9M (I am assuming M means millions), which is closer to the 511.3M figure, but still not the same. See screenshot EURGBP Volume 3 below and compare it with EURGBP Volume 1 attached in previous post.

Thanks,

Stopped

[Stopped]

Hi Brett,

One additional piece of info.

Just out of "fun", I decided to revert the symbol back to EURGBP.FXCM, then I cleaned the History Data Manager and loaded up the symbol again on Market Analyzer and a Chart. Then I went back into the History Data Manager to export the corresponding minute data on that symbol onto Excel, added up the values corresponding to the Volume column up to 16:13 BST and the number I got was 9,876.4M, fairly close to the 10,034.4M in screenshot EURGBP Volume 2 a couple of posts below but still not quite the same.

Can you explain?

Thanks,

Stopped

[NinjaTrader_Brett]

Hello,

This volume column. Is it a DailyVolume colomn or is it an indicator column with the VOL indicator?

I look forward to assisting you further.

[Stopped]

Hi Brett,

It is the DailyVolume column.

Let me know if you would like me to forward you my IQFeed login details (I rather not, but if you did not have one...) so you can test it on your end.

Thanks,

Stopped

[NinjaTrader_Brett]

Hello,

I am not able to duplicate this. As he daily volume for the Barcleys EURGBP is the same daily volume as the FXCM they match up very close. When I change the symbol map when connected to barcleys it takes and does not change values.

Can you please send a note to support at ninjatrader dot com and reference this forum post and do this by going to Control Center->Help->Mail To Support and be sure to send your workspace, and database so that I may set this up exacly as you have it so that I can attempt to duplicate on my side.

[Stopped]

Hi Brett,

I just sent you the e-mail with Workspace and db attached.

Note that EURGBP will now be mapped to symbol EURGBP.FXCM, as I reverted it to its original form an hour ago.

DailyVolume is quite different depending on which symbol you map it to.

To reproduce exactly what I did:

1. Go to Instrument Manager, search for EURGBP and Edit.
2. On Misc, go to the Symbol Map section and on the IQFeed cell substitute BEURGBP for EURGBP.FXCM. Click OK and exit Instrument Manager.
3. Go to Tools/Historical Data Manager and Edit tab to look for EURGBP and delete it.
4. If necessary, close the Workspace called Monitor
5. Re-open the Workspace called Monitor.
6. Look at the Volume column for $EURGBP for a few seconds or up to 1 minute: Eventually, you will see the values flip between 600M or so and 11000M or so.

To summarise:

• The volume on the Barclays code (BEURGBP) is about 600M
• The volume using the FXCM code ($EURGBP) is about 11000M
• Market Analyzer should NOT flip between those two figures. It should only pick the corresponding value to a given symbol mapping.
• Anything other than this is a bug!

Thanks,

Stopped

[NinjaTrader_Brett]

Hello,

Thanks I will follow up with you there.