Also the Excel TOS RTD gives the correct volume
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ThinkOrSwim API Volume
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ThinkOrSwim API Volume
The thinkorswim connection doesn't match their desktop app volume correctly. For example, when I am on a particular chart, a 5m AAPL chart. And I am on that same one for 20 minutes the volume is very low. Then if I change symbols and change back to AAPL, the volume increases significantly and then it matches the desktop App. Is there something in the way that ninja is processing real time volume that is incorrect?
Also the Excel TOS RTD gives the correct volumeTags: None
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Hello habibalex,
I have moved this thread to the Platform Technical Support forum as the question is not specific to developing NinjaScript indicators.
Realtime and historical volume will have differences, and we will observe differences when reloading because the realtime data feed uses TDA's L1 feed, which provides snapshot data (~5 updates a second) as opposed to data with each individual tick. Discrepancies can be seen with volume because of this.
We do have an enhancement request tracking interest to use TDA's "Time and Sales Feed" (not to be confused with the Time and Sales window in NinjaTrader since NinjaTrader still uses TDA's L1 snapshot feed) and I have added your vote. Ticket ID SFT-3936. This is an internal number, but for anyone else wishing to have their interest tracked, please let our support staff know that you would like a vote added for this request.
Feature/Enhancement Request Disclaimer
We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing.
When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.
Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
We look forward to assisting.JimNinjaTrader Customer Service
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