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Hello,
Typically this is due to how data is filtered by the data provider, which usually increases the discrepancy around rollover. However, I will note this to our development team to look into as the difference is a bit larger than usual.
Thank you for your patience while I investigate this item.Ryan S.NinjaTrader Customer Service
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So no update forthcoming. I have subscribed to both Kinetick end of day and live data and the volume is completely different to ninjatrader broker volume data. Kinetick data is more accurate when comparing it to the CME`s historical volume. So what gives, what else is inaccurate with ninjatrader data.
I use daily volume, 240hr volume 60 and 5 min volume. Completely useless if I solely use ninatrader data. It should be in a disclaimer that its inaccurate.
Last edited by AndyM; 06-19-2023, 07:15 PM.
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Hello,
Our product team have informed me that this is expected due to our data feed connection not including spread volume as part of the daily volume within the platform, while the CME includes this data. This becomes more pronounced around rollover as the spread trading volume increases significantly during this period.Ryan S.NinjaTrader Customer Service
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