T&S Volume isnt counting correctly

[hansey123]

Hello,


Since two days the aggregated volume in the T&S window shows huge differences compared to the individual orders you can see in the T&S window. Sometimes there is a jump in the aggregated volume of 10000 contracts but the volume that was actually traded would only indicate an increase of 500.

My T&S window has 100 lines and the update interval is tick by tick. In the case of more than 100 orders at once will the remaining volume be added later? Or maybe the problem is connected to rollover days?


Any help is appreciated.

[NinjaTrader_PatrickG]

The volume value you see in the Time and Sales window is a fundamental data type which is provided through your data connection.

The streaming information you see in the Time and Sales window is incoming real-time data.

These may not necessarily match exactly - in other words, NinjaTrader is not adding the total from the streaming data as the volume you see. It is reporting a fundamental data value as the volume.

[hansey123]

Okay, please forward this issue to your partner CQG.

[NinjaTrader_PatrickG]

Can you clarify what issue you're referring to?

Right now what you're reporting is expected. Would you prefer a different behavior? if so, could you go into further detail?