Market Replay - Volume is Not Correct

[ninjaneer777]

I have been using the Market Replay feature and everything seems to be working, except the volume is always wrong. The price values on the charts are correct but the volume is almost always less than the correct value (about 20-50% of correct value). I have tried many different charts for the past week but the volume is always wrong.

Any ideas?
Thanks

[NinjaTrader_Jason]

Hello ninjaneer77,

Can you please tell me what data feed you were connected to when you recorded the data you replay.

Do you experience the same issue when you receive real-time volume data from this data feed?

[ninjaneer777]

I use TDAmeritrade for my data service. I haven't checked it against real time data, but I will do that tommorow and get back to you.

Thank you for taking the time to respond!

[ninjaneer777]

I compared my realtime charts from today against the backfilled charts once the market closed. The problem is with the realtime data and not the Market Replay. I also compared it to the real time charts from TDAmeritrade's Strategy Desk software. My realtime charts in Strategy Desk were correct. This leads me to believe I need to adjust some settings in NT.

The price is correct and volume seems to be about half of the true value when watching realtime in NT.

Any suggestions? Thanks!

[NinjaTrader_Jason]

What happens if you reload historical data in the NinjaTrader chart; does it display correct historical volume data?

Can you please provide me an exact example of the volume that is incorrect; what is reflected in NinjaTrader and in TD AMERITRADE's Strategy Desk software?

[ninjaneer777]

I have attached screenshots of

1. NT real time chart (symbol: GRMN). Shows incorrect volume.
2. NT historic chart (symbol: GRMN)). Shows correct volume.
3. Strategy Desk real time chart (symbol: GRMN). Shows correct volume.

NT historic charts have correct volume. I have tried out many other stocks, GRMN is just an example.

[NinjaTrader_Jason]

Hello ninjaneer777,

Does the issue persists today?

I tested the GRMN on my end while connected to TD AMERITRADE, but I do not see a difference in volume when I reload historical data.