Daily chart VOL[0] not equal to Market Analyzer Daily volume

[monpere]

I'm not following you monpere, there needs to be a Level 1 data event for it to return any value, which events did you listen to in your script then?

When I start NT and connect, I will generally see a value under the 'DailyVolume' column in Market Analyzer. But on my chart, it may take 10 minutes to get the first OnMarketData() MarketDataType.DailyVolume event. Where does Market Analyzer get the value it is showing?

[NinjaTrader_Bertrand]

The last value seen would be persisted for the current NT session, so if you reload NinjaScript in the MA for example it would repopulate the values even if no L1 event had been seen while connected live. This would be different when you custom code works in OnMarketData() from the chart, here's you access the 'true' Level 1 stream without any buffer, so it would need an update / MarketArg event to see it populating.