Volume Displayed Incorrectly

[neuronicnobody]

I'm using the built in VOL indicator to plot volume on a daily and 30 minute chart. Historical data displays correctly, however the volume in the current bar is wrong by a large margin when compared to the platform provided by Ameritrade (I'm using a data feed from TD Ameritrade with NT also). If I reload historical data, the volume is displayed correctly for a few seconds (I'm guessing until the next tick comes in, and then reverts to a distorted value. I currently have Calculate on Bar close set to false. Any ideas?

[NinjaTrader_Eamon]

I'm using the built in VOL indicator to plot volume on a daily and 30 minute chart. Historical data displays correctly, however the volume in the current bar is wrong by a large margin when compared to the platform provided by Ameritrade (I'm using a data feed from TD Ameritrade with NT also). If I reload historical data, the volume is displayed correctly for a few seconds (I'm guessing until the next tick comes in, and then reverts to a distorted value. I currently have Calculate on Bar close set to false. Any ideas?

Hello,

Can you please post a screen shot of this occurring?

[neuronicnobody]

I snapped the second shot a few seconds after the first. I also have a market analyzer window open which displays the correct volume. It's only distorted in the chart.

[NinjaTrader_Ray]

We will look into this.

[NinjaTrader_Dierk]

This bug will be fixed with next NT 6.5.1000.3. Thanks for reporting.

Note: NT6.5.1000.2 just came out by Friday last week...

[dedede]

Looks like this bug is still there with NT 6.5.1000.7.

Actually I found that intra day chart from TD Ameritrade feed displays VOL incorrectly. The volume bars are amplified by around 100%. This probably contributes to the incorrect display of the last couple of volume bars in a daily chart.

[NinjaTrader_Ben]

Hello,

I will check with our development department and get back to you as soon as I get more information.

[NinjaTrader_RJ]

I snapped the second shot a few seconds after the first. I also have a market analyzer window open which displays the correct volume. It's only distorted in the chart.

Hello,

I am currently looking at a daily chart of AAPL with the VOL indicator and Market Analyzer with Daily Volume column. They both match up and volume doesn't seem to be distorted.

Can you please test this on your end?

[dedede]

Here is a 15 min chart of AAPL around 3PM ET using TD Ameritrade feed. If you add the volume bars togther, it's about 70 million. And the correct volume should be 34.6 million. Notice how the volume is amplified in the last 4 days compare to that of previous days.

As a comparison, the second one used IB feed. And the volume looks ok.

[NinjaTrader_RJ]

Here is a 15 min chart of AAPL around 3PM ET using TD Ameritrade feed. If you add the volume bars togther, it's about 70 million. And the correct volume should be 34.6 million. Notice how the volume is amplified in the last 4 days compare to that of previous days.

As a comparison, the second one used IB feed. And the volume looks ok.

Thank you for the posts.

This information is sent directly by TDA, I will contact them and post an update.