Cumulative volume for current session

[willehm]

Since Zen-Fire is still not reporting cumulative volume on the T&S, someone yesterday (NinjaTrader_Matthew maybe?) recommended using Market Analyzer to aggregate a daily number (pointing to this tutorial: http://screencast.com/t/HuvrBr9Ce4hj).

But this doesn't seem to work. I need to calculate volume in the current session, which begins at 5pm CT the prior day and runs until 4pm CT of the current day. Using the CBOT Interest Rate ETH template on the VOL indicator set to Type=Day and Value=1 does not give accurate data.

[NinjaTrader_Matthew]

If you're using a Day Bar type, you will have no control over the session used.

If you switch to a Minute Bar type and use a 1440 Minute interval, you can then set the session template you prefer. This will use the Bar Volume data for the period you specify via the session template.

[willehm]

Thanks, Matthew. That works, but since the latest data point is not printed until the minute ends, the data always lags by 1 minute, so I'll just keep using my other data feed until Zen-Fire is (hopefully) fixed.