tick volume goes low

[deanz]

With GAIN connection live volume noticeably drops off and when I CTRL+SHIFT+R it loads back to what I'd expect it to be, then the live volume starts coming in low again, any clues as to why ? I'm not sure this happens every day, I never noticed it on friday.

two left charts are before reload, right two are after reload of historical data.

[NinjaTrader_Jason]

Hello deanz,

I am not sure why volume data is less when you received it real-time. NinjaTrader acts like a radio receiver and displays the data it receives.

Since historical data is loaded from our historical data server, you use two different sources for real-time and historical data. If you set historical data to Gain servers, do you notice a difference in volume data when you reload historical data?

[deanz]

Well, the volume does not drop with GAIN as the Historical Server, but the reloaded vol is different to the original live, on the following charts the top histogram is the live and the bottom the reloaded, notice they are not identical after the purple vertical line I put on.

and with GAIN theses reloads took 6-8 minutes to get the data and redraw charts, jeeze I thought it had crashed, your ninja servers work much faster, also from memory GAINs backdata has holes in it so that is why I was using ninja.

So Gain must give you different data than what they give us ?

summary,

Gain as historical server = inconsistent tick volume, slow reload and data holes... lol

Ninja as historical server = fast reload, no holes, but different tick volume (sometimes) to Gains public server.

[NinjaTrader_Jason]

Hello deanz,

Unfortunately a difference in data can be expected when reloading data while connected to Gain and you use the NinjaTrader historical data server.

Real-time Gain data is time stamped as per your local PC clock. Because of this, ticks on the historical server might make it into a different bar than on your PC.

[Traffic]

I'm also experiencing this issue. The Gain data feed has massive holes in it, so the only way to have sufficient data on your chart is by using NT for historical data. Then you run into the Volume issues described below. This renders Volume unusable in realtime.

What has happenned to the Gain datafeed? Are there specific settings for the Merge Data/Do Not Merge Data tabs? I don't really understand them tbh.

Apart from these data issues, I'm loving NT7 so far!

[NinjaTrader_Ray]

Our historical servers records the real time data stream you see when monitoring real time data in NinjaTrader. I can't comment on what GAIN servers record and provide. So what you can rely/count on is that the data we record is identical to what you receive in real time.

[deanz]

So what you can rely/count on is that the data we record is identical to what you receive in real time.

Nah it's different........ check out the first post.

[NinjaTrader_Ray]

deanz,

We will look into this however, please be aware that GAIN volume is purely synthetic. We just record a value of "1" for every change in bid price. GAIN itself does not provide any volume information through their API which is inline with most other forex brokers.

[deanz]

thanks Ray.

here is another example, it was fine while I was watching it for 4 hours today, then it just goes bung. .....notice even the candles are kinda jiggered on the low volume pic. I had the ES on the same chart and it stayed perfect, being fed by zen-fire.