Volume stops at certain level w/ MBT

[rangerdoc]

I've found that none of my volume indicators will go any higher than 2147483646 with MBT forex. I have to turn down to 1M timeframe to get accurate volume bars. Anything higher and they all are the same at the 2.14Bil level.
I know the data is being sent still as I can watch it accumulate on 1M bars, but they won't go any higher on 5M bars. I've tried many different volume indicators with the same result.

[NinjaTrader_Kyle]

Hello rangerdoc,

Thank you for your post.

1.) On what instrument or instruments have you seen this occur?
2.) This occurs on every minute interval? Do you see the same on tick charts?

[rangerdoc]

On all pairs I chart: GBP, EUR, AUD.

Timeframe depends on time of day. Basically it acts as if 2,147,483,646 is the maximum it can chart in teh window. If I go down to a lower timeframe where volume doesn't reach that number, it is OK.
If you look at the data window in these two pics, you can see what I'm talking about: The first is 15m, the second 10m. There are 5 bars that max out in the 10m chart at a low volatility period. In the morning open, all charts 3min and up max out.

[sunpost]

rangerdoc, they use an Int32 for the volume. This should be addressed with NT7...

Changed Volume from type "int" to type "long"
This is code breaking. To remove size limitations with using an integer, we switched to a "long" data type. Existing NinjaScript objects that use Volume will have to be tweaked.

[rangerdoc]

Great, thanks for the heads up.

[xTrader1]

May be not the same question , still MBT volume.

Hi ,

Looking at MBT SDK help , QUOTERECORD UDT , it can be seen , there are several fields , somehow related to volume:

Long lAskSize #Shares at best ask

Long lBidSize #Shares at best bid

Long lLastSize Last size

Long lVolume Total trading volume

1) Which one is used as a volume provider, when connected to MBT Forex datafeed ?

2) How the volume is computed for anything different than 1 tick bars ?


Thanks,

[sunpost]

From the historical export, it looks like each tick is given a value of 100000 for volume.

[xTrader1]

From the historical export, it looks like each tick is given a value of 100000 for volume.

If you mean it's a tick volume, not the one provided by MBT, you're wrong. See attached image.

[sunpost]

it's the eSignal feed that i got 100k.

go to the Control Center. click Tools | Historical Data | Export and you might get a better idea what volume used for the MBT ticks.

[Traffic]

Same problem - Damned Annoying

Hi. I've had the same problem for ages with NT and eSignal. It actually made me give up using volume in NT until I recently found out about the free GAIN forex feed. This supplies volume and quite accurately too. However as GAIN is only a single feed, as opposed to eSignal which is a composite feed, the volume reported is less and I've been able to plot volume on NT which has really helped.

However, I'm now running into issues with GAIN and historical data (I can't seem to load more than 2 days of 60m bars) and have returned to my eSignal feed, albeit reluctantly as being composite it's actually more "noisy" than GAIN and therefore harder to trade, imho.

So I've run up against the 2.14billion Volume limit as raised by rangerdoc. Is there a way of changing the code as suggested by sunpost??? Cheers

[NinjaTrader_Jason]

Hello Traffic,

Unfortunately the 2,147 million volume limitation is as expected. This will be addressed in NinjaTrader 7.

Make sure to set Historical Data to 'Use NinjaTrader server' as per your Gain connection. Gain itself only provides 24 hours of historical data.

Unfortunately it is not supported to change this code.

[Traffic]

Thanks

Thanks Jason. Can't wait for NT7 Is it fully backwards compatible? Like many others I have bought a few indicators and am wondering if they'll work out of the box?

Thanks also for the GAIN tip!

[NinjaTrader_Bertrand]

Traffic, most NinjaScript indicators / strategies should continue to work without code changes - for those needing minor adjustments the developers will quickly work those in I suppose.