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Maximum Volume Value

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    Maximum Volume Value

    When I load up SPX daily data where the volume is several times this value I get a useless volume histogram where all the bars are the same length.

    This is I believe down to the datatype used to hold the volume data point being an int with a maximum +ve value of 2147483647.

    Should this not be an unsigned type? which would allow for at least double the allowed values. In fact wouldn't an unsigned long be the best choice? with a range 0 to 18446744073709551615. Even a signed long would give you 9223372036854775807.

    I am talking .Net types here, the sql equivilant to a .Net long is the bigint datatype.

    Is this going to rectified anytime soon?

    I don;t know how the data is stored internally but maybe there should be a parameter on the VOL indicator to show '000s or '000,000s...

    #2
    Can you please tell me what data feed you are connected to when opening a SPX chart (^SP500).
    JasonNinjaTrader Customer Service

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      #3
      Sure, it was Yahoo.

      Comment


        #4
        I tested the ^SP500 while connected to Yahoo and each daily bar displays a volume value of 1.

        NinjaTrader acts like a radio receiver in that we display data as it is provided. It seems Yahoo does not support volume data for the ^SP500.
        JasonNinjaTrader Customer Service

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          #5
          The default instrument list has the wrong mapping for the S&P500 for yahoo (^GSPC, not ^SP500) see this thread: http://www.ninjatrader-support.com/v...ighlight=yahoo

          Once you have it working you will see that if you go back in time far enough so that the daily volume is less than the maximum int value that the volume is indeed supplied correctly also see: http://finance.yahoo.com/q/hp?s=^GSPC

          My questions still stand...

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            #6
            I see. I have sent an email to Development notifying the issue.

            Thank you for reporting.
            JasonNinjaTrader Customer Service

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              #7
              >> an int with a maximum +ve value of 2147483647
              This is a limitation of NT6.5. It will be overcome with NT7 (beta in Q1 next year). Sorry, for the hassle.

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