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T&S vs. Volume on a 1-tick chart

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    T&S vs. Volume on a 1-tick chart

    Can anyone explain to me why I would see a discrepancy between the volume I see using a 1-tick chart with the "up down volume" indicator would be different than what is shown on Time&Sales? I see many orders with volume showing up on the 1 tick chart, but I don't see these orders on Time & Sales.

    Thanks,

    Ron

    #2
    Ron,

    What I suggest is for you to print out the volume data based off of the OnMarketData() event to compare directly to the T&S. That way there will be no discrepancies between viewing two things at once.
    Josh P.NinjaTrader Customer Service

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