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Is the Daily Volume column erroneous?

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    Is the Daily Volume column erroneous?

    Hi there,

    please find attached a snapshot of CL 03-17.

    I found the Daily Volume market analyser column was incorrect by ~4000 contracts compared to my cumulative volume indicator (I have double checked this value by adding up the volume bars below).

    18 Jan 4am ET.

    I am using non-merged data.

    Thank you.
    Attached Files

    #2
    Hello Sim22,

    Can you please tell me to what data feed/broker you connect in NinjaTrader.

    Comment


      #3
      Thanks Jason,

      Rithmic with NT historical.

      Comment


        #4
        Thank you for clarifying.

        Can you please send me your log and trace files so I can further investigate. Go to Control Center-->Help-->Email Support. Put 'Att Jason, 1645773' in the subject header and make sure 'Log and trace files' is enabled.

        Comment


          #5
          Sim22 - Ninjatrader wrongly believes that the day starts at 00:00EST. However... for every other Investment Bank, Trader and Data Provider all over the world, the new Daily candle opens at 17:00 EST.

          Things can get really weird with Ninjatrader you're in a different timezone to EST and not using their data feed.

          I reported this a year and a half ago during the NT8 beta program. And if you search the forums for "timezone" there are hundreds of posts reporting similar oddness from people in other timezones.



          Originally posted by Sim22 View Post
          Hi there,

          please find attached a snapshot of CL 03-17.

          I found the Daily Volume market analyser column was incorrect by ~4000 contracts compared to my cumulative volume indicator (I have double checked this value by adding up the volume bars below).

          18 Jan 4am ET.

          I am using non-merged data.

          Thank you.
          Last edited by reach4thelasers; 01-19-2017, 06:09 AM.

          Comment


            #6
            Originally posted by reach4thelasers View Post
            Sim22 - Ninjatrader wrongly believes that the day starts at 00:00EST. However... for every other Investment Bank, Trader and Data Provider all over the world, the new Daily candle opens at 17:00 EST.

            Things can get really weird with Ninjatrader you're in a different timezone to EST and not using their data feed.

            I reported this a year and a half ago during the NT8 beta program. And if you search the forums for "timezone" there are hundreds of posts reporting similar oddness from people in other timezones.

            http://ninjatrader.com/support/forum...7&postcount=12
            Thank you for writing and I appreciate your input. Yes, you are possibly correct. I do however use EST on all my trading PCs to avoid general time-zone issues
            Last edited by Sim22; 01-24-2017, 05:32 PM.

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