MA bug?

[ATI user]

I am looking at a Market Analyzer window for the YM 06-09 contract which shows volume at 103,000 contracts at 10:00AM EDT...i.e. 30 mins after open.

The YM average vol is around 200,000 to 250,000 for the day.

So the vol is too high.

Thinking the problem is the session start time of 12:00 AM in MA properties, I changed it to 9:30 AM. This had no effect at all.

So there looks like a bug somewhere here.

When does the MA start totalling vol if not from the session start time?

And why would changing the time have no effect...regardless of when MA starts totalling?

[NinjaTrader_RJ]

Hello,

Thank you for your post.

Can you please let me know who you are connecting to?

The Market Analyzer will use time stamps for calculations for some data providers. This is why the session begins and ends time doesn't change the calculation.

[ATI user]

Zen-Fire data

[NinjaTrader_RJ]

With Zen-Fire there are no beginning timestamps for when volume starts, therefore VOL is calculated from when you first connect. To ensure an accurate VOL reading, you will want to disconnect each night and reconnect before the market open.

[ATI user]

that explains it...thanks.