FXCM historical data

[ToNovy]

Hi,

can you please fix the volume information on HDS? observed on GBPUSD, I don't know if it's somewhere else too..

[NinjaTrader_SeanH]

Hello ToNovy,

Thank you for your post.

I will contact our Historical data team to see if this can be updated and fixed.

Thank you in advance for your patience.

[TraderYoda]

I noticed this issue is occurring on ALL FXCM Forex pairs. FXCM CFD volume data is correct. The issue seems to be on Monday 21 August where ALL Forex pairs are displaying in the Millions! Everything before Monday 21st displays normal volume ranges but you have to drag the chart to hide Monday 21st because the highly abnormal volume changes the volume scaling so you can't see the volume bars for days before. Same for volume after the 21st. See attached screenshots

[NinjaTrader_SeanH]

Hello TraderYoda,

Thank you for your post.

We are aware of some issues with our FXCM and CFD data and are working to get these backfilled.

Thank you in advance for your patience.

[pjsmith]

The same issue here was reported 12th June and is still not fixed...

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1255669-data-corrupt-on-ninjatrader-historical-servers

[dshalom9]

Hello, I have a problem with probably the common cause - all FX pairs do not provide correct volume-at-price information and we are not able to draw Volume Profiles and calculate VWAPs. Some of our users have damaged Order Flow too. It lasts since Monday. Many thanks for help.

[NinjaTrader_SeanH]

Hello,

Thank you for posting.

As said in the prior response, we are aware of these issues. Our Dev team is working to fix this, however, we are certainly aware.

Thank you all in advance for your patience.

[alausic]

Hi,

do you have any ETA when this issue could be resolved? I can't trade any FX pair until is fixed because all VWAP calculations are wrong.
Regards,
Ante

[TraderYoda]

Hey Ninjatrader

What's taking so long?? Is this a complicated issue?? Still no volume data!

[Cardn]

I think thats the reason why my VWAP doesn't work anymore...

[TraderYoda]

I noticed this issue is occurring on ALL FXCM Forex pairs. FXCM CFD volume data is correct. The issue seems to be on Monday 21 August where ALL Forex pairs are displaying in the Millions! Everything before Monday 21st displays normal volume ranges but you have to drag the chart to hide Monday 21st because the highly abnormal volume changes the volume scaling so you can't see the volume bars for days before. Same for volume after the 21st. See attached screenshots

Hi Ninjatrader

Can't you just "Reset" Monday 21st August for FXCM FOREX Instruments? The CFDs don't have this problem - it's only FOREX. Maybe delete it and re-download the data? All indicator's calculations that use cumulative volume and/or Delta are way off/inaccurate because of the 21st August!

[dshalom9]

Hi Ninjatrader

Can't you just "Reset" Monday 21st August for FXCM FOREX Instruments? The CFDs don't have this problem - it's only FOREX. Maybe delete it and re-download the data? All indicator's calculations that use cumulative volume and/or Delta are way off/inaccurate because of the 21st August!

Yes, the problem is in data of 20. and 21.8.. Unfortunately deleting and reloading data at desktop level does not help, they are damaged at the source and reload of historical data gets them back. So please, solve it at server side.

[TraderYoda]

Yes, the problem is in data of 20. and 21.8.. Unfortunately deleting and reloading data at desktop level does not help, they are damaged at the source and reload of historical data gets them back. So please, solve it at server side.

"dshalom9" Thanks for the input. I was not referring to "desktop level", I was referring to Ninjatrader's side (server side). The start of my text was "Can't you just "Reset" Monday 21st August"

[dshalom9]

"dshalom9" Thanks for the input. I was not referring to "desktop level", I was referring to Ninjatrader's side (server side). The start of my text was "Can't you just "Reset" Monday 21st August"

Oh yes, I did not meant it as an opposition to your entry, I only wanted to tell Ninja, what I have found based on your post, confirm that you are right and that they are up next.

[alausic]

Hello Ninjatrader,

what is going on with this issue? Can you please provide us with some info? We are not able to properly trade FX.
Thanks in advance.

Regards,
Ante