VWAP / Volume conundrum

[Irukandji]

How is that, that Ninja Trader is unable to display volume correctly on my stock charts, yet the VWAP appears to be working correctly?

[NinjaTrader_PatrickG]

• What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)
• Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
• What instrument (and expiry if applicable) have you selected? For example, ES 12-18, AAPL, EURUSD, etc.
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
• Can you provide a screenshot of what you're referring to/experiencing?
  • To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.
    • Click here for instructions
  • Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
    • Click here for detailed instruction

[Irukandji]

• What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)
• Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
• What instrument (and expiry if applicable) have you selected? For example, ES 12-18, AAPL, EURUSD, etc.
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
• Can you provide a screenshot of what you're referring to/experiencing?
  • To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.
    • Click here for instructions
  • Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.
    • Click here for detailed instruction

I'm always using the latest version of NT8 and it's always been this way - Version 8.0.15.1 64-bit

Interactive Brokers

All US stocks

Any interval - daily, 5 min, 1 min, I use the most

No errors received, either on screen or in log








First image is from NT8 - VWAP (pink line) at 9:48 am reads 26.40 - volume shows 62,400 shares.

Second image is from Think or Swim - VWAP (white dashed line) at 09:48 am reads 26.68 - volume shows 300,317 shares.

Third image is from tradingview.com - VWAP (green line) at 09:48 reads 26.80 - volume shows 19,992 (?)

[NinjaTrader_PatrickG]

The volume discrepancy between real-time and historical data (which is most noticeable when dealing with volume information) is expected with the current Interactive Brokers API. The good news here is that a beta version of a new IB API will be available for users in the next release of NinjaTrader which should resolve this. Keep an eye on the release notes for more information.