Total acumulative contracts

[jaialro]

Hello, I am watching the diference volume in contracts with ninjatrader en visualchart.

For example in Bund:

Visualchart : Total volume contract is 505.174 contracts

Ninjatrader: Total volume contact is 488.256 contracts.


16.198 more contracts in Visualchart.

How can I configurate ninjatrader to have the same contracts as Visualchart?

Thanks,

Jaime.

[NinjaTrader_Jason]

Hello Jaime,

Can you please switch to a daily interval instead of the 1440 Minute interval and check what volume is reported.

I am not sure what data source Visualchart uses. Am I correct this is a different data source than in NinjaTrader? You can experience difference in data when you compare different data feed providers. See the link below under 'Understanding the variables involved in building chart bars'.

http://www.ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

Discrepancies Between Different Data Feeds
Different data feeds produce different charts, especially when using tick based intervals vs time based intervals. Market data vendors each employ various methods for tick filtering, throttling and time stamping. As a result, no data stream is 100% identical and thus can cause subtle differences in charts.

[jaialro]

The volume is the same in Day chart.

Thanks.

[jaialro]

But look the diference between 2 charts.

[NinjaTrader_Jason]

Daily and Minute data is saved separate in NinjaTrader. Volume data in the Minute chart is build by volume data from 1440 minutes.

The daily chart loads OHLCV (Open, High, Low, Close and Volume) as provided by the connected data feed.

I see differences between the price bars as well. Likely you are connected to a data feed/broker that provides daily data in RTH (regular trading session). So it is different from the Minute chart which includes additional data.

[jaialro]

and what you recomnend me?

[NinjaTrader_Jason]

If you like to display the same chart as in Visualchart, please use Daily charts in NinjaTrader instead of 1440 Minute charts.

[jaialro]

I continue with 1440 minutes chart because for me is better than daily chart. And the difference between volume contracts is not as important.

Thanks for all Jason.

Bye.