Volumetric Data not displaying correctly on NQ?

[kodaconf]

Hello all,

So I recently move from regular candlestick charts to the volumetric charts, all was going well but I noticed something weird. My MNQ and NQ data looks way different than it does on MES and ES. Keep in mind that all of my settings are the same on all 4 charts (NQ,MNQ,ES,MES)

Attached are all the pictures with all of the data and the settings.

Here is the issue: Why on the NQ chart does every single candlestick have way more (and I mean in some instances 10x more volume) on the bid side than the ask side (or if I have that backwards than more volume on the right side than the left). I have 3x imbalances turned on and you can see in the blue on NQ for almost all the levels and all the candlesticks there is an imbalance which just doesnt seem correct.

When you look at the ES chart, everything looks normal and how it should be (at least from the plethora of YT videos I watched on NQ ninjatrader volumetric charts). Switching the NQ delta type from the normal Bid/Ask to Up Down Tick makes the chart look normal like the ES one is. I will attach a picture of that too.

I have changed my tick size on NQ and MNQ from 0.25 to 1 to aggregate the data so it can fit on my screen easier, but regardless if I change it back to 0.25 and reload all of the historical data, it still shows a lot more pressure on the right side of the volumetric chart. I cannot for the life of my figure out why this is but its making me go crazy because looking at that NQ chart doesnt show me anything usefull when every candlestick has a buyside imbalance of 10x.

Hopefully ive explained this clearly.

[NinjaTrader_Clayton]

Hello kodaconf,

Thank you for the message.

While the MNQ and NQ are based on the same underlying commodity, they are still their own instruments with their own Volume, Trades, and Prices.

• So, while it is common for the data feeds to look similar, they are NOT expected to be the same and will have their own Volumes.

Here is an example of what it looks like when comparing the NQ 12-24 and MNQ 12-24 on my platform. The NQ and MNQ had the same Data Series settings other than the Instrument:

• 

NinjaTrader doesn't do anything with the data once it is received other than display it. So, if these are the values you are seeing, that is because the data provider sent it that way.

• If you right-click on the background of the chart and select "Reload all historical data", does anything line up closer?
  • Please click here for more information on why the bars can change after being reloaded

Please let us know if we may provide any further assistance.

[kodaconf]

At market open this morning, everything looks normal, its just me being weird I guess lol. Thank you for your help Clayton.

[kodaconf]

About Volumetric Data not displaying correctly on NQ? Ok so maybe something isnt right on my end. Here is the chart before I refresh my data versus after I refresh my data, it is a very drastic difference. My data comparing your screenshots to mine, at the same time and candle timeframes the data is completely different.

[NinjaTrader_Clayton]

Hello kodaconf,

Thank you for the message.

It’s not uncommon for charts, especially Tick-based charts, to appear different after reloading historical data.

• When a chart is first loaded, it uses historical data up until the current time.
• From that point onward, real-time data is used to update the chart.
• However, when you reload, the real-time data is replaced by historical data, which can lead to subtle differences due to how the two data types are filtered and sent to the platform.

For a more detailed explanation of why this occurs, you can view our article here:

• Click here for more detailed information on why a chart can look different after reloading the Historical Data

To help ensure consistency between charts, I recommend syncing your PC’s clock with an official time server. Here’s how:

1. Shut down NinjaTrader.
2. Right-click the clock in the bottom-right corner of your desktop and select “Adjust date and time.”
3. For Windows 10, go to 'Date, Time, and Regional Formatting' > 'Additional date, time, and regional settings' > 'Set the time and date' > 'Internet Time' tab. Set the server to time.nist.gov and click “Update.”
4. For Windows 11, go to 'Sync Now' under Additional Settings. Enable your PC to set the time and time zone automatically if not already enabled.
5. Reopen NinjaTrader and right-click on the chart to "Reload All Historical Data."

Additionally, to align charts as closely as possible, ensure the following settings are the same across all windows:

• Instrument and contract
• Chart interval
• Days to load
• Trading hours template
• "Break EOD" is checked

Once these settings are consistent, right-click to reload the historical data. For time-based charts, this should help them line up, and tick-based charts should also be very close.

If you’re comparing charts from different data providers or platforms, slight differences are even more expected.


Please feel free to reach out if you need any further assistance.