Well, it looks like there have been a few posts recently regarding problems with volume, and here's one more.
Please see attachments.
The first attachment shows the two Cotton contracts for the remainer of this year, the V and Z contracts, or in Ninjatrader-speak, CT 10-15 and CT 12-15. As you can see, the volume has dropped off to nearly nothing in the past few days--only 54 contracts traded in either contract.
The second attachment shows the companion charts from Stockcharts.com, a reputable charting package. Indeed, they show that only 54 contracts were traded during the most recent trading day (June 26, this past Friday). However, for the Dec contract, the volume is over 40,000 contracts, as it should be.
The only conclusion I can draw is that Ninjatrader is reporting the anemic 54 contracts for the 12-15 contract as if it were the 10-15 contract. Is there any way to fix this?
Oh, (and this may be the problem): I'm using the free EOD Kinetick data for my datafeed.
Please see attachments.
The first attachment shows the two Cotton contracts for the remainer of this year, the V and Z contracts, or in Ninjatrader-speak, CT 10-15 and CT 12-15. As you can see, the volume has dropped off to nearly nothing in the past few days--only 54 contracts traded in either contract.
The second attachment shows the companion charts from Stockcharts.com, a reputable charting package. Indeed, they show that only 54 contracts were traded during the most recent trading day (June 26, this past Friday). However, for the Dec contract, the volume is over 40,000 contracts, as it should be.
The only conclusion I can draw is that Ninjatrader is reporting the anemic 54 contracts for the 12-15 contract as if it were the 10-15 contract. Is there any way to fix this?
Oh, (and this may be the problem): I'm using the free EOD Kinetick data for my datafeed.
Attached Files
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