Volume Data Not Matching CME

[nepenthean]

Hello.

For 12/13, SI 3-11, my NT volume indicator reads ~49k for the 1440min chart. But the CME site says estimated volume is ~111k. Why is there such a wide discrepancy?

thanks

[NinjaTrader_Brett]

Hello,

Thanks for your forum post.

Can you please let me know what version of NinjaTrader you are using this is located in the Control Center under Help->About and is to the right of the NinjaTrader logo.

Also, what connection technology are you using?

I look forward to assisting you further.

[nepenthean]

NT 7.1000.1

zen

[NinjaTrader_Brett]

Hello,

I will check the website and the values reported at the end of today since I cant go back to the volume for yesterday on the CME's site it seems therefor I will check the different at the end of trading today.

[nepenthean]

Ok, thanks Brett!

[NinjaTrader_Brett]

Hello,

The data did match for me.

The key here to get the volume to match is to use the same session template the website is using. The session template you need to use is CBOT Metal Futures ETH.

This will then report the volume that you see on the CME website.

Let me know if I can be of further assistance.

[nepenthean]

Thanks for the reply.

If I use the 24/7 template and construct a report on the CME site, the data do match. If I use the template you are suggesting, NT's data do not match the constructed report.

http://www.cmegroup.com/daily_bulletin/Section62_Metals_Futures_Products_2010242.pdf

On this report, the open outcry volume is listed in small figures with globex in regular size figures. I do not understand why.

Thanks for your patience!

[NinjaTrader_Brett]

Hello,

Glad you got the data to match on your PC.

Also, I would be unsure on yor secondary question this would be more of a question for your broker.

Let me know if I can be of further assistance.