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volume intra-day and end of day on a daily ES chart

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    volume intra-day and end of day on a daily ES chart

    What can be the reason for that discrepancy? Intra-day volume shows larger than 2M and next day (on closed bar) around 1M.
    Adding the volume on the 1h chart for that day is around 1M?!
    Attached Files

    #2
    Hello td_910,

    Thank you for your post.

    You have posted this in the development section of the forum; is this related to the development of a NinjaScript file you are working on or a question about the volume indicator only?

    So I may accurately assist you, please answer all of the following questions:
    • What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
    • Who are you connected to for data? This is displayed in green in the lower-left corner of the Control Center window.
    • Do you receive an error on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?
    • When you are viewing the chart on the next day, is that after leaving the chart open overnight or do you reload any data at any point?
    I look forward to your reply.


    Emily C.NinjaTrader Customer Service

    Comment


      #3
      Hello Emily,

      Yes, that was probably posted in the wrong part of the forum.
      I've used the VOL indicator that comes with NT.
      8.0.28.0
      Continuum
      no errors (never had with VOL)
      charts closed at EOD and opened next day

      Best regards
      Thomas

      Comment


        #4
        Originally posted by td_910 View Post
        Hello Emily,

        Yes, that was probably posted in the wrong part of the forum.
        I've used the VOL indicator that comes with NT.
        8.0.28.0
        Continuum
        no errors (never had with VOL)
        charts closed at EOD and opened next day

        Best regards
        Thomas
        Hello Thomas,

        Thank you for your reply.

        I have moved this thread to the Platform Technical Support section of the forum since that topic is more appropriate. Thank you for your understanding.
        Please provide a screenshot of your VOL indicator settings.
        • To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
        • Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.
        ​I am also curious - are you able to reproduce this result in the Playback Connection? I would like to set up the VOL indicator on my end with the same settings you are using and see if I get the same result on a daily chart.

        I look forward to your reply.
        Emily C.NinjaTrader Customer Service

        Comment


          #5
          Here you go.
          Attached Files

          Comment


            #6
            Originally posted by td_910 View Post
            Here you go.
            Thank you for that screenshot.

            Please test this in the Playback connection on a daily chart and let me know if you are able to reproduce the same behavior. If so, please advise which days you observed the difference in VOL data once the bar closes and a new bar opens.

            I look forward to your reply with the results.
            Emily C.NinjaTrader Customer Service

            Comment

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