Historical data on volume charts different

[tiger45]

I've noticed a difference on the historical volume charts for different contracts. For example, if I load 60 days of 6E 06-12 and compare the same historical day with the 6E 03-12 contract, they are significantly different. I have the merge policy set to 'Merge Back Adjusted'. The time based charts do not have this problem.

Is there a setting I can change to make them the same?

Thanks for your help,
Tiger45

[NinjaTrader_PatrickH]

Hello Tiger45,

Thank you for your post.

Volume charts are built based on a specific number of units (volume) traded. A bar will build until the specified volume is reached and once surpassed, a new bar will be created. The volume of trades on one contract versus another will always be different even on the same trading day and same instrument.

For more information on the Volume bar type please visit the following link: http://www.ninjatrader.com/support/h.../bar_types.htm

Please let me know if I may be of further assistance.

[tiger45]

So then the best (maybe only) way to look at accurate historical volume charts would be to load a contract with its own historical data?

[NinjaTrader_PatrickH]

Hello Tiger45,

Thank you for your response.

The merge policy MergeBackAdjusted will automatically merge and back adjust historical data, this will create a seemless chart that will not show the "gaps" that can sometimes occur when contracts rollover.

If you wish to view the raw data of the contract you can set the merge policy to MergeNonBackAdjusted or DoNotMerge.

For more information on Merge Policies please visit the following link: http://www.ninjatrader.com/support/h...7/data_tab.htm

Please let me know if I may be of further assistance.