Different Daily Volumes on NT8 than on CME or Trading View or other platforms

[Uhumm]

Hello community

I'm so confused.

The Daily Volume I have on my NT8 through "Continuum Demo" connection isn't what CME provides here for CL.
CME link: https://www.cmegroup.com/markets/ene...de.volume.html

Also attach 2 picture comparing the numbers.

This goes for all interments as I assume cuz 6E had the same problem.

As you can see the daily volume on NT8 hardly reads above 250K
But the daily volume on CME is around 1,000,000~1M


P.S: my merge back policy is set to "Merge Back Adjusted"​

[NinjaTrader_Clayton]

Hello Uhumm,

Thank you for the message.

This is because the CME Website's volume value is going to be composed of all Contracts Traded both Outright and Spread. As well, the Volume provided through the CQG Connection is not adjusted for Settlement. The Price is adjusted for Settlement.

• The Volume being provided through the Real-time Market data feed from CQG would be less due to trades coming in are only last qualifying trades.
• So, the Volume within NinjaTrader is only showing the Volume of the Last Qualifying Trades.

As well, if you click on the "About this Report" button at the bottom of the table showing on the CME Website for both the Settlements Page and the Volume & OI Page, you will see more detailed information as to why these values could appear differently.

• 
  • https://www.cmegroup.com/trading/about-volume.html
  • https://www.cmegroup.com/trading/about-settlements.html

So, the volume is being displayed as expected while connected to a NinjaTrader Continuum/CQG Based connection.

Please let us know if we may provide any further assistance.

[Uhumm]

Hello Uhumm,

Thank you for the message.

This is because the CME Website's volume value is going to be composed of all Contracts Traded both Outright and Spread. As well, the Volume provided through the CQG Connection is not adjusted for Settlement. The Price is adjusted for Settlement.

• The Volume being provided through the Real-time Market data feed from CQG would be less due to trades coming in are only last qualifying trades.
• So, the Volume within NinjaTrader is only showing the Volume of the Last Qualifying Trades.

As well, if you click on the "About this Report" button at the bottom of the table showing on the CME Website for both the Settlements Page and the Volume & OI Page, you will see more detailed information as to why these values could appear differently.

• 
  • https://www.cmegroup.com/trading/about-volume.html
  • https://www.cmegroup.com/trading/about-settlements.html

So, the volume is being displayed as expected while connected to a NinjaTrader Continuum/CQG Based connection.

Please let us know if we may provide any further assistance.

Hello Clayton

Thank u for ur time and reply.

I think now I understand where this huge difference comes from.


Thanks