Error in Volume

[pipal]

Hi,

I always have error in volume, seems to happen specifically on FDAX.

For some period/bar, the volume sizes are much too big than normal, obviously they are not correct at all

That also makes the rest of the other time not showing the increase/decrease trend in size correctly. Any clue?

http://i30.tinypic.com/116rzp3.jpg

[NinjaTrader_Dierk]

Sorry I don't follow. You would need to be more specific.

Note: EUREX ticks for instruments on Zen always come with a "fake" volume of 99. May be that's what you experience.

[pipal]

Sorry I don't follow. You would need to be more specific.

Note: EUREX ticks for instruments on Zen always come with a "fake" volume of 99. May be that's what you experience.

Thanks. "Fake" volume could be possible. I use TT feed. You can see from the above capture. From 1500-1550, each 1 min bar has 5000-over 10000 contracts completed. :confused: That's absolutely not correct.

From 1551. the volume size seems to be normal, but becomes too short to be visible, due to the very large "fake" size on the scale.

[NinjaTrader_Dierk]

- where exactly on the screen capture would I see it's TT?
- you likely pulled historical data from our data server which is feed by the Zen feed. Thus it's "faked" (and incorrect) volume on historical EUREX data.

[pipal]

- where exactly on the screen capture would I see it's TT?
- you likely pulled historical data from our data server which is feed by the Zen feed. Thus it's "faked" (and incorrect) volume on historical EUREX data.

See attached.

I just connect to my broker with TT feed. I don't know if I would have pulled the historial data from your data server. How do I avoid doing that?

http://i30.tinypic.com/a76af.jpg

[NinjaTrader_Dierk]

>> How do I avoid doing that?
Tools->Account Connection-> TT connection->Historical data: check Disable ... and you no longer will get historical data.

[pipal]

>> How do I avoid doing that?
Tools->Account Connection-> TT connection->Historical data: check Disable ... and you no longer will get historical data.

Thanks Dierk. It works. But having no historical data is equally undesirable. :(

[NinjaTrader_Dierk]

You then would need to subscribe to a vendor of historical data like barchart.com, eSignal, IQFeed, OpenTick etc.

[pipal]

I see. Many thanks.