Historical volume data on lost connection

[Slrerdre]

Hello,



Can someone please explain how can I keep the volume data in NT7 after the connection is lost?

Historical volume data are lost each time the TWS looses the connection with a broker or when the connection between NT7 and TWS is lost. From that moment some default values for volume are shown on the screen as shown in the attachment of this message and real data is gone for ever.

I am using TWS simulated trading account in combination with NT7.


With kind regards,

Slrerdre

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Which version of NinjaTrader are you using? (Help > About)
Which build of TWS are you connecting through? (Help > About Trader Workstation)
If you were to right click in the chart and select the 'Reload All Historical Data' option would VolUpDown data reload normally?

[Slrerdre]

Hello Kelly,

I am using NT7 7.0.1000.29. Refreshing the historical data as suggested in your post did not solve this issue.


With kind regards.

[NinjaTrader_EricB]

Hello Slrerdre,

Thank you for your post,

What version, or build of TWS are you currently using? This is found at Help > About.

Also, are you able to access historical volume data from IB in TWS itself, or can you only access it real-time?

I look forward to assisting further.

[Slrerdre]

Hello Eric,

I am using TWS (white labeled):
Build 950.2g, May 19, 2015 5:52:50 PM
Jolt Build 1.2.43, Apr 21, 2015 07:11:23 PM
Nia Build 2.2.1, Apr 23, 2015 02:59:39 PM
ModelNav Build 1.3.2, May 7, 2015 02:02:18 PM
Riskfeed Build 2.5.7, May 7, 2015 11:15:34 AM

I don't have volume data on the chart for this instrument in the TWS environment. However this data is sent to me and I can see it in the chart in NT7. The problem is when the networkconnection fails all data are lost instantly... How can I solve this issue?


With kind regards,

Slrerdre

[NinjaTrader_EricB]

Thank you for your reply,


Unfortunately, there will not be a way to save the volume data. Interactive Brokers does not supply historical tick or historical volume data, and volume bars are built using tick data.

Let me know if I may assist further.