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Incorrect Historical Data.

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    Incorrect Historical Data.

    I would like to report a critical error with volume data between IB and the NinjaTrader platform.

    When I fetches ( NSE stocks) historical data from Interactive Brokers the Total Volume data comes incorrect, means for example there actual data in millions but when I fetch data comes in thousands. And then when I fetches the same historical data from Yahoo data comes correct.

    Thanks
    Sameer.

    #2
    Hello Sameer,

    Thanks for your reply.

    Many data provider will provide volume in a different, shorter format into NinjaTrader. Do the trends of the volume seem to be correct as it may just be in a shorter format. If not, please provide a screen shot displaying what you are seeing.

    Comment


      #3
      Hello Brandon,

      Thank you for the reply. I think volume data is coming in shorter format into NinjaTrader. So what should we do for fetching correct data from IB, any setting is there in the NinjaTrader or in the TWS.
      Please see in the attached sreen shot.

      Thanks
      Sameer.
      Attached Files

      Comment


        #4
        Hello Sameer,

        Thanks for your reply.

        There is no setting to modify this. NinjaTrader will display the data in the format that it is received by the API.

        Comment


          #5
          Originally posted by NinjaTrader_Brandon View Post
          Hello Sameer,

          Thanks for your reply.

          There is no setting to modify this. NinjaTrader will display the data in the format that it is received by the API.

          Hi Brandon,

          I spoke with the IB technical team regarding this issue they said they are not familiar with the NinjaTrader. They said If data is coming from TWS then there is a proper connectivity, and the data passing from TWS is also fine. It could be that there is some settings for display purpose in NinjaTrader.

          Thanks
          Sameer.

          Comment


            #6
            Hello Sameer,

            Thanks for your reply.

            When you look at a chart within Traders Workstation for this instrument, does the volume match what you are seeing in NinjaTrader with the IB connection or Yahoo connection?

            Comment

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