When I download historical data for stocks I notice that the volume is incorrect. It is way higher than it should be. For example data for AALB on 3-1-2020 volume at broker is around 200k while ninja says it is 19.655.800
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loading daily volume incorrect
Hello there,
When I download historical data for stocks I notice that the volume is incorrect. It is way higher than it should be. For example data for AALB on 3-1-2020 volume at broker is around 200k while ninja says it is 19.655.800Tags: None
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NinjaTrader doesn't create any data. The historical data you're referring to is coming from your connected data provider.
So I may accurately assist you, please answer all of the following questions:- What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
- Who are you connected to? This is displayed in green on lower left corner of the Control Center window.
- 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?
- AALB is not a built in instrument in NinjaTrader. Can you clarify what stock this is exactly? When I search the web, I find "Alberts NV"
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I use version 8.0.20.0 64-bit
I am connected to IB for european data, I dont get errors and yes AALB is alberts NV
So I tried connecting to the free kinetick to download data for AAPL. And also here it seems that the volume is not correct. However this time its just a bit off while for the european its off by atleast a factor 100.
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I agree that on Trader Workstation I see a volume for AALB around 200k. Unfortunately my test Interactive Brokers account is not enabled for real-time AALB data so I cannot confirm what displays in NinjaTrader. Similarly, the only valid mapping for this stock I could find for Kinetick was an OTC/penny stock clasification 'AALBF'. I'm curious to know how you were able to pull in this data via Kinetick. I suspect you may have just been looking at Interactive Brokers data that was stored locally.
Please send me your database, log, and trace files so that I may look into what occurred.- You can do this by going to the Control Center-> Help-> Email Support
- Expand 'Other files' and enable 'Database file'.
- Please reference the following ticket number in the body of the email: 2381005 ATTN PatrickG
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I sent the email. Note that I didnt pull AALB via kinetick. U can't pull european data from kinetick as far I know. I used kinetick to pull data from s&p500 and nasdaq
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