again Historical vs. Real-time data - forex.com data connector

[ToNovy]

I'm getting a little tired of this... you can't be serious
I understand that FXCM is currently on the sidelines ok so i tried forex.com listed as supported by you
How is it possible that the historical data have volume values in different units than the real time stream? who the hell writes those connectors?
pictures before and after data reload

[NinjaTrader_Manfred]

Hello ToNovy,

Thank you very much for your post.

It is important to understand that forex data does not have centralized servers which means volume is only for the local brokerage which is often not recorded at all.

Using volume with forex can be misleading because you would not be looking at the volume of the market. Some forex brokerages send a 1 or a 0 with every tick for the volume.

The reason this differs is due to the different volume being reported by Forex.com and NinjaTrader's historical data server.

To resolve this, please disable NinjaTrader's historical data server in Forex.com's connection settings. The platform would then exclusively use the data provided by Forex.com instead.

Further information in this regard may also be found in the following posts:

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1046735-volume-units?p=1046747#post1046747

https://forum.ninjatrader.com/forum/ninjatrader-7/platform-technical-support/76415-display-tick-volume-on-forex-chart?p=677002#post677002

Please don't hesitate to let me know, should you have any further questions!

[ToNovy]

Thanks Manfred thanks for the reply but it seems more like a joke than a help..
So, in other words, the provider you listed as supported is actually not supported by NT? Because the historical data you provide is completely different? I'm not talking about the difference in 0.1%, the difference in units is 10000x
Ok, which provider should I choose to fit your historical data? FXCM is currently from 21.8. unusable because the volume data is incorrect on HDS and it seems that NT doesn't care
and the fact that FX is not centralized is a fact that almost everyone knows - there is no need to repeat it every time
Turning off HDS is not a solution, if it was HDS would never actually exist

[NinjaTrader_Manfred]

Hello ToNovy,

Thank you very much for your reply.

We can only display the data that the Forex provider provides. FXCM and Forex.com both provide very different data for volume.

In general, we suggest not relying on or using volume data when trading Forex, as this data will always be 'made up' by the provider. This could be 1 volume per tick or 1,000 volume per tick.

However, it will never realistically represent the trades across the market, only at this specific provider.

You would have to reach out to FXCM or Forex.com directly to assess how they calculate the volume.

Please don't hesitate to let me know, should you have any further questions.