The spike occurs at the moment, when the chart is opened. I wanted to show that the spike volume is the added volume between connection and opening of the chart. NT does not invent the volume, but somehow shows the total cumulated volume between point A (start NinjaTrader/connection) and point B (open FESX chart and download historical data for FESX).
The excel sheet shows that the sum of this volume indeed is equivalent to the volume spike. I have observed this already a hundred times and communicated this several times via this forum and directly to support.
I do not know why, at the moment of the opening of a chart, NinjaTrader displays the cumulated volume for the connection time prior to opening this chart instead of the volume of the first bar.
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