Error in Volume

pipal · 06-25-2008, 03:44 AM

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?

NinjaTrader_Dierk · 06-25-2008, 03:56 AM

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 · 06-25-2008, 07:55 AM

Quote:

Originally Posted by 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.

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.

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 · 06-25-2008, 07:59 AM

- 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 · 06-25-2008, 08:41 AM

Quote:

Originally Posted by 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.

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?

NinjaTrader_Dierk · 06-25-2008, 08:43 AM

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

pipal · 06-25-2008, 09:22 AM

Quote:

Originally Posted by 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.

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

NinjaTrader_Dierk · 06-25-2008, 09:23 AM

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

pipal · 06-25-2008, 09:43 AM

I see. Many thanks.

06-25-2008, 03:44 AM	#1
pipal Senior Member Join Date: May 2008 Posts: 139 Thanks: 1 Thanked 0 times in 0 posts	Error in Volume 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?
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06-25-2008, 03:56 AM	#2
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	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. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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06-25-2008, 07:59 AM	#4
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	- 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. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

06-25-2008, 08:43 AM	#6
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	>> How do I avoid doing that? Tools->Account Connection-> TT connection->Historical data: check Disable ... and you no longer will get historical data. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

06-25-2008, 09:23 AM	#8
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	You then would need to subscribe to a vendor of historical data like barchart.com, eSignal, IQFeed, OpenTick etc. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

06-25-2008, 09:43 AM	#9
pipal Senior Member Join Date: May 2008 Posts: 139 Thanks: 1 Thanked 0 times in 0 posts	I see. Many thanks.
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