Strange Error

[tradinginzen]

On my one minute charts, I occassionally get a volume spike that throws everything off. If I reload historical data, it is gone. I use BarChart, and they have confirmed that they don't see the problem on their end.

I typically use the Pivot Point indicator as well as the VWAP indicator that are supplied on these forums. Could one of these trigger this? The volume I use is the VolumeUpDown, but I don't think that should be the problem.

Has anyone seen anything like this or have a suggestion?

[NinjaTrader_RJ]

On my one minute charts, I occassionally get a volume spike that throws everything off. If I reload historical data, it is gone. I use BarChart, and they have confirmed that they don't see the problem on their end.

I typically use the Pivot Point indicator as well as the VWAP indicator that are supplied on these forums. Could one of these trigger this? The volume I use is the VolumeUpDown, but I don't think that should be the problem.

Has anyone seen anything like this or have a suggestion?

Hello,

Thank you for your post.

Can you post the instrument that this happens on so that we can test this during the day?

[tradinginzen]

Hello,

Thank you for your post.

Can you post the instrument that this happens on so that we can test this during the day?

Thanks for the help!

I see it on any instrument. It happened on the BGU 1 minute today as well as ESH9.

[tradinginzen]

This happened with overnight ES. Look at the vol. spike, it is not real. I thought it was VWAP but it is not... maybe it is the VolumeUpDown? I just recently created my own version with an MA (shown) but this problem happened long before that. The ZenRVI at the bottom is just the RVI with me adding the colored fills - again, a new indicator that I added after the problem existed.

So I guess it isn't VWAP... any thoughts?

[tradinginzen]

I have confirmed this is not a BarChart problem... I am using my IB feed today and having the same issues. Please advise when time permits, and thanks!!!

[tradinginzen]

One note - I do set Calculate On Bar Close to False for volume (I want to see it real time)... would this cause an issue?

[NinjaTrader_RJ]

The IB issue is a known one, see this thread: http://www.ninjatrader-support2.com/...ad.php?t=15193

I have not been able to reproduce the BarChart volume issue yet... I will keep my chart ES 06-09 chart open.

[tradinginzen]

Thanks RJ... can you repost that link? I think it links back to this thread.

[tradinginzen]

Also, is this a volume problem across the board? I.E. will a 10-min chart have reliable volume with an IB feed?

[NinjaTrader_RJ]

Here you go: http://www.ninjatrader-support2.com/...Brokers+volume

[tradinginzen]

Is there any ETA on fixing the IB volume problem? This is occurring on a regular basis throughout the trading day.

It would not be such a problem but sometimes the reload historical data to fix it just hangs.

[NinjaTrader_RJ]

Unfortunately no ETA at this time. Most fixes, if implimented, go into the next release of NinjaTrader.

[tradinginzen]

This BarChart problem is still occurring. I have had to refresh my historical data three times in the past two minutes.

[NinjaTrader_RJ]

Yes, development is still testing this issue.

Thank you for your patience!

[Naked Shorts]

Hey, I have this problem as well.

I am also using a Barchart data feed.

At one point today the "6E 06-09" contract was showing a volume of 30,000 in 5 mins as well as a gap down of 50 points, I disconnected and reconnected and the problem was gone.

software version I am using is: 6.5.1000.9