Volume problem question

[vitocapriblu]

Hello.

I have Kinetick Data service subscription (Kinetick Basic Service + RT NASDAQ Level 1 Non Pro + NYSE Non-Pro Exchange Fee)

and noticed: Tick data is correct but Volume information is wrong.

For example: AAPL volume counter for 1 minute candle is like 30 times less comparing to volume I see using TDAmeritrade or Schwab.

Please, see attached screenshot (done at 15:59:47 yesterday): TDAmeritrade and Schwab show approx. a similar number for particular 1 minute candle: 433,000 - 434,000, but Ninjatrader VOL indicator shows just 13200.

Question: why is that? How can it be fixed? What is wrong with this data subscription from Kinetick? Should I upgrade or choose a different data vendor in order to see the complete correct Volume information?


Thank you
Best regards,
Victor

[NinjaTrader_ChrisSch]

Hello vitocapriblu,

Thank you for your note.

Unfortunately, Kinetick does not provide any historical Level 2 data. As a result, the historical bid/ask data will not include a real value for the volume.

Please let us know if we may assist further.

[vitocapriblu]

Thank you for the reply. But I am not talking about historical bid/ask.

This screenshot was taken from live market and candles were developing on a chart.

What provider of market data could supply COMPLETE book information for NASDAQ and NYSE: ticks and volume and be compatible with Ninjatrader 8 (configurable in "Connections -> Configure" menu) ?

These are what I see available (attached).

Thank you
Regards

[vitocapriblu]

I know dxFeed supplies complete book real-time stocks & futures market data within Bookmap. Is it possible to connect dxFeed to Ninjatrader?
I see they have this page: https://dxfeed.com/platforms/dxfeed-ninjatrader/

[NinjaTrader_ChrisSch]

Hello vitocapriblu,

Thank you for the reply.

I am not familiar with this provider but it does appear to be an add-on data feed adapter that would be an option for market data in the platform.

I would suggest contacting Kinetick directly to upgrade your subscription for real time level 2 data.

Please let us know if we may assist further.

[TradeBook2022]

Hello vitocapriblu - dxFeed provides Nasdaq Total View connectivity for Ninja Trader since around a month ago. Also HeatMap and DOM widgets go along with the subscription. https://get.dxfeed.com/orders/new/ninjatrader