If you compare futures daily volumes in the Market Analyzer table and on the CME website for the same instrument & date, the volume in the NT table is always significantly smaller. Why is that?
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Discrepancy in futures daily volumes
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Hello curious,
The 'Daily volume' value is received in NinjaTrader Desktop from the broker/data feed connection.
Where exactly do you check the CME website? Is the difference significant if you compare at the link below?
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Well, actually I don't see any daily volume difference on equity index futures (like ES or NA), but I do it on energy (CL, NG) and metals futures (GC, SI).Originally posted by NinjaTrader_Jason View PostIs the difference significant if you compare at the link below?
https://www.cmegroup.com/markets/equ...l#venue=globex
For example, at CL: https://www.cmegroup.com/markets/ene...l#venue=globex
Why might this happen?
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Hello,
Thank you for posting.
I would not expect this behavior, as the platform does not edit incoming data and only can display what it receives from the data provider as it's been received.
So that I may investigate I would ask that you contact me by email at PlatformSupport [AT] NinjaTrader [DOT] com. In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic files in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.20240128.XXXXX.txt'. There will likely be multiple files for each day.
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