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Volume Discrepancy

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    Volume Discrepancy

    So I connect to esignal through ninjatrader. I keep both the NT and Esignal platforms up. Every once in a while, I see a stock where there's a large discrepancy in the volume listed on the two platforms. I get that there's some discrepancy due to lag, but I don't know why there's a large discrepancy (>15% of daily volume) when they both draw from the same data source.

    #2
    Hello pretender,

    Thanks for your post.

    So I may assist you further please answer the following.

    What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X)

    What version of eSignal are you using?

    (For a chart) what interval is selected?

    Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    Last edited by NinjaTrader_Brandon; 06-19-2014, 11:26 AM.

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      #3
      Ninja 7.0.1000.10
      Esignal 10.6.2124.1086
      No errors or anything unusual that I know of.

      Strangely enough, the discrepancy stayed the same for most of the trading day (yahoo finance volume numbers were closer to the esignal than the NT), but then about 1 minute after the close, the esignal volume number jumped to catch up with the NT one. I wonder if it's a problem on esignal's end. Or maybe they're pulling from different servers that needed to be synced?

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        #4
        Hello pretender,

        Thanks for your reply.

        Please upgrade NinjaTrader, reset your instruments, and clear your cache.

        To check what version of NinjaTrader you are running go to Help> About
        To upgrade to NinjaTrader version 7.0.1000.23 please follow the link bellow.

        Under Current User paste your license key.
        You can locate your license key under Help> License key
        Select Download NinjaTrader
        Download Version 7.0.1000.23 (Current)
        Before running the installer ensure NinjaTrader is closed.


        Next within NinjaTrader go to Tools> Options> Data> Reset Instruments
        Exit NinjaTrader and open the following directory in Windows
        (My) Documents\NinjaTrader 7\db\cache
        Delete the contents within this folder
        Restart NinjaTrader and test

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