Volume Data Discrepancy

[nickslad]

Hello,

I'm currently running a strategy on various equities under simulation, and I noticed this week when watching it in real-time that the volume data shows up abnormally low. However, I found that after restarting the application at the end of the day, the values that it then shows for the day's activity are much greater. I screencapped the before and after volume data to show the difference. Also, I wanted to compare the data to another source to see which one may actually be correct, and after comparing the 1-min volume from Yahoo Finance with 1-min data pulled in the graph, the volume in real-time did not match whereas the data after restarting did match.

The problem is that I have a condition in my preliminary strategy to screen out low-volume scenarios below a certain threshold, and with the abnormally low values being registered, my strategy is hardly executing. So I'm wondering how to go about making sure that it's running on the correct data.

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Which data provider are you using with NinjaTrader for this intraday data?

[nickslad]

Hi, I'm currently using a data feed from TD Ameritrade.

[NinjaTrader_Kyle]

Hi,

Please contact me via email at Support AT NinjaTrader DOT com.

In your message, please include a link to this forum thread and a copy of today's trace file. You will find the trace file in the Documents > NinjaTrader 7 > Trace folder. I'd need a copy of the 'trace.20130401.txt' file.

[nickslad]

You guys are quick to respond! I've sent a message to support with the trace file attached.

Thanks!