Constant volume bars.

higler

Junior Member

Join Date: Apr 2007

Posts: 373
#1

Constant volume bars.

05-11-2008, 07:55 PM

I am using NT with Zen-Fire data feed. Can someone please explain to me how the constant volume bars are built? Say that I want to use constant volume bars of 500 on the YM. Does NT sum the number of contracts per tick until 500 and then move on to building the next bar? Does it behave differently using real time data with Zen-Fire vs historical data with ZF? I have read the help file but I am still confused. Thanks.
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NinjaTrader_JoshP

NinjaTrader Product Manager

Join Date: May 2007

Posts: 17520
#2

05-11-2008, 08:42 PM

Yes it just makes a new bar for every 500. I cannot comment on if it will be exactly the same, but generally speaking historical will be the same under most circumstances.

Josh P.NinjaTrader Customer Service
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higler

Junior Member

Join Date: Apr 2007

Posts: 373
#3

05-12-2008, 05:23 AM

For futures, it sums traded contracts - correct?
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NinjaTrader_Jason

NinjaTrader Customer Service

Join Date: Aug 2007

Posts: 18267
#4

05-12-2008, 05:29 AM

Yes, that is correct.

JasonNinjaTrader Customer Service
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