FXCM realtime data - volume value

[ToNovy]

Hi there,
since yesterday the realtime data shows about 5x smaller values than usual, does anyone know where the problem is?
for example EUR, same broker different platform 81 in NT vs 322 in TV on 5m candle

[dshalom9]

Hello
the problem was also on tick data and it persist today - NinjaTrader is not able to show proper data without reloading the histirical data repeatedly. Reloging to try to connect to another data server is not helpful. The problem is spread among other traders here in Czech also.
Many thanks for help.
Ivo

[NinjaTrader_LuisH]

Hello dshalom9,

Thank you for posting on the NinjaTrader forums.


I'd like you to send your log and trace files for review to our Technical Support team for further assistance, please use the instructions below and send to clientservices@ninjatrader[dot]com.

1. Press the "Windows Key + E" on your keyboard to open the Windows File Explorer.
2. Go to Documents/NinjaTrader
3. Left-click on the "log" folder to highlight it.
4. Right-click and select "Compress to ZIP file"
5. Repeat steps 3 and 4 with the "trace" folder
6. Send these .zip files as attachments to your email response.

Thank you in advance!

[ToNovy]

please can someone competent in NT check the FXCM connection
it's obvious that it affects more people, different PCs and NT versions, so the error is most likely not on the client side
after starting NT, volumes from historical data are quite similar, different platform FXCM chart, as soon as there is more realtime data, the increasing difference in volume is noticeable
it's amazing that these kinds of issues happen every FOMC week

[NinjaTrader_LuisH]

Hello ToNovy,


I hope you have submitted your Log and Trace files as requested! The sooner the better.



Thanks!

[dshalom9]

Hello ToNovy,


I hope you have submitted your Log and Trace files as requested! The sooner the better.



Thanks!

Hello, the log request from ToNovy is ok, but this is most probably the problem with data providing, not receiving on particular computer. I hope you are solving it that way. The problem persist at me still AND at other people here in Czech Rep. too.
Many thanks.
Ivo

[ToNovy]

Hello ToNovy,


I hope you have submitted your Log and Trace files as requested! The sooner the better.



Thanks!

Hi Luis,

requested? Where? You answered me now for the first time.

I also hope that you will think about the fact that it is not the fault of one PC
and there is no connection related error or warning in the files you mentioned
I performed a number of tests, the most likely problem is in the FXCM connector, which drops the volume in certain conditions
TradingView and TradingStation (from FXCM) show essentially the same values, only NT is off
I tried it on 3 versions of NT, 8.0.26.0, 8.1.1.7, 8.1.4.1 and two phys. pc with different accounts
so once again, can you please look at it and check

[dshalom9]

Hi guys, anything new here? The problem is here still. Many thanks for updating us. Ivo

[NinjaTrader_LuisH]

ToNovy,


Apologies! Didn't realize I responded to dshalom9 instead of yourself when I initially replied. Are you able to do the same please?


Thank you.

[ToNovy]

ToNovy,


Apologies! Didn't realize I responded to dshalom9 instead of yourself when I initially replied. Are you able to do the same please?


Thank you.

Hi Luis,

sent req. files to CS, with an example from Friday on @XAUUSD
where volume differences on 1m TF are sometimes up to 10x.

is there a possibility to create own data connector? because this is a constant problem and I understand that developing to support FX/CFD is not in your interest

Than you

[dshalom9]

Hello, brief status:
- with Louis, we have discovered, that the problem should not be in NT as far as realtime data flow directly from FXCM into NTs (it differs from historical data at NT historical servers, that are from Kinetick). We have tested the Kinetick realtime data and they were ok. BUT - Kinetick forex data seem to be an FXCM data too, so conclusion is - FXCM serves well the corporate client, but has a difficulty to serve individuals.
- I have placed a support request to FXCM. They replied, that they have no performance problems and that most probably it is a problem outside them (a good answer, Luis, right? :-) ) . I have explained the situation to them deeply again and asked them for deeper checking at infrastructure and so on. Now I am waiting for their response.
Ivo

[dshalom9]

Hello, it seems a typical blamestorme has started. Luis, will you be so kind please and respond to FXCM API guys over the e-mail? I am not able to handle such a question towards NT platform... Many thanks. Ivo

[NinjaTrader_LuisH]

dshalom9,


There's nothing else that I can add to this conversation - Forex is not on a centralized exchange, the historical data being displayed is from the NinjaTrader servers via Kinetick and the real time market data is coming from FXCM directly.


The inherent nature of Forex will lead to volume inconsistencies across different data sources.



I hope this helps!

[dshalom9]

Hello Luis
you are right, but someone better positioned than me has to say to FXCM, that they are the only one that could improve the data flow. They are saying in fact that there is a problem at NT platform with receiving data. But we both know, that it is due to data are not comming to NTs ok. Why it is so? Definitely not due to distributed forex environment or issues at the side of PCs . It may be so a few moments during the pick times, but not almost two weeks with a lot of quiet hours. If so, why Kinetick has better forex data than us? They source them from FXCM as well as far as I know. Please, would you respond to them at least your opinion? They will accept it much better from you as NinjaTrader representative....
Many thanks Luis
Ivo

[ToNovy]

Nice, no real solution for us.
NT:... the problem is in the FXCM API - providing real-time data
FXCM: ... the problem is in the API implementation, data connector - receiving real-time data
User: ... WTF, and now what?