Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Discrepancy in futures daily volumes

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Discrepancy in futures daily volumes

    Hi!
    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?

    #2
    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?
    JasonNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Jason View Post
      Is the difference significant if you compare at the link below?
      https://www.cmegroup.com/markets/equ...l#venue=globex
      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).
      For example, at CL: https://www.cmegroup.com/markets/ene...l#venue=globex
      Why might this happen?

      Comment


        #4
        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.​
        Drew O.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by sgordet, Yesterday, 11:03 AM
        6 responses
        30 views
        0 likes
        Last Post sgordet
        by sgordet
         
        Started by several, Today, 08:26 AM
        1 response
        5 views
        0 likes
        Last Post NinjaTrader_ChristopherJ  
        Started by rottweiler, 02-25-2025, 10:00 AM
        22 responses
        82 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Started by faccipieri, Yesterday, 09:45 PM
        3 responses
        14 views
        0 likes
        Last Post bltdavid  
        Started by samish18, Yesterday, 06:05 PM
        1 response
        12 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Working...
        X