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Problem with volume using IB-feed

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    Problem with volume using IB-feed

    Hello NT-team,

    lately I have a problem with volume using the Interactive Brokers Datafeed. On historical data it's correct however when I have real time running it has volume which is maybe a 100 oder 1000 times higher than it should be (hence it messes up all the volume based indictaors). To me it looks like it's a multiplication problem. Last year I never had this problem (and it also works fine with for example quotetracker). So it's not the rather dataffeed

    Is this a known issue, is there anything I can do ? I have added a picture to highlight the problem. See how in the last couple of minutes volume is very high. It does this for every stock.

    Thank you in advance for any help.
    martin
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    #2
    Originally posted by total3 View Post
    Hello NT-team,

    lately I have a problem with volume using the Interactive Brokers Datafeed. On historical data it's correct however when I have real time running it has volume which is maybe a 100 oder 1000 times higher than it should be (hence it messes up all the volume based indictaors). To me it looks like it's a multiplication problem. Last year I never had this problem (and it also works fine with for example quotetracker). So it's not the rather dataffeed

    Is this a known issue, is there anything I can do ? I have added a picture to highlight the problem. See how in the last couple of minutes volume is very high. It does this for every stock.

    Thank you in advance for any help.
    martin
    Hello Martin,

    Thank you for your post.

    This is known as this is how IB sends the live volume data into NinjaTrader. If there is a fix or workaround created, it will be announced.

    See this link for more details: http://www.ninjatrader-support2.com/...ve+volume+data
    Ray S.NinjaTrader Customer Service

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