FDAX volume T&S issue

[Rob Maz]

I am running ninjatrader demo (zenfire feed) and while I was developing new indicator I noticed there is a problem with FDAX volume reporting in T&S window. It shows all trades as 99 size.

[NinjaTrader_Ray]

That is correct.

Eurex provider several API's that vendors can write to. Zen-Fire chose to write to the most recent API that offers the highest performance in terms of order processing. The downside is that this API does not currently provide volume data thus we insert a synthetic value of 99. They decided to go for speed at the expense of volume.

[NinjaTurtle]

Hello Ray,

thats too bad but the decision was made and hopefully there will be a solution for this. But who is "they" anyway? I can't find any meaningful information about "Zen-Fire" on the web. Who is behind it, who's responsible? To whom should one refer to in case of problems, questions, suggestions etc.? I hope, you can give some information.

[NinjaTrader_Ray]

Please direct any tech questions regarding Zen-Fire to your broker. There should be a website for Zen-Fire going live shortly.

[Rob Maz]

Hello NinjaTrader_Ray,

is it possible, in the indicator script editor, to have access to total day volume in real-time for FDAX (or any instrument for that matter) ? I noticed the total volume is correct for FDAX. I can't use volume[0] as it gives only volume of last bar.

Thank you

[NinjaTrader_Dierk]

Unfortunately this is beyond the scope of what we support at this time.