NT8 1 minute chart volume incorrect

[geemoney]

Hi, I am using NT8 with TDA datafeed and when I keep a 1 minute chart open all the new volume bars are at a different scale than the previously loaded volume bars. If I reload all historical data it reloads the correct data but how do I keep accurate real time volume? I did not notice this problem in NT7.

[NinjaTrader_Marco]

Hello geemoney,

Thanks for your post.

As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.


Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?



•Your PC clock could have been off so the time stamp is delayed



•Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed



•Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp



•There is no way of knowing how the historical data provider packages their bars



The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible scenario.


More information can be found below in our Help Guide article regarding this topic:

https://ninjatrader.com/support/helpGuides/nt8/?how_bars_are_built.htm

Please let me know if I may be of any further assistance.