Welcome to the Traders Laboratory.

NinjaTrader The unofficial Ninjatrader forum.

Reply
Old 11-22-2013, 11:21 AM   #1
A-Blast Champion

NeoTrader's Avatar

Join Date: Aug 2007
Location: New Jack
Posts: 68
Ignore this user

Thanks: 32
Thanked 16 Times in 11 Posts

Ninjatrader Volume Feed Woes, Please Help

Hello to all. I was hoping some one could give me some assistance with a piece of code to help correct my volume data feed. Allow me to explain:

I use the Ninjatrader platform with a live data feed from mb trading. The problem lies in the fact that the mb trading data feed multiplies live forex tick volume data by a factor of 10,000 I believe. This causes it to majorly distort the volume data as compared to the historical data that is loaded when I first open up a chart.

To summarize, if I open up say an hourly chart of a forex instrument, everything will load properly and look good. As soon as a bar forms live, the calculated tick volume is reported 10,000 times higher than actual and it is blowing up the volume histogram.

Is it possible to code something to divide incoming tick volume reported by a certain factor? If this is not possible, would it be easier to multiply historical tick volume by the proper factor so that the live tick volume is not grossly disproportionate?

Thank you in advance for any help
NeoTrader is offline  
Reply With Quote
Old 10-13-2014, 03:53 PM   #2

Join Date: May 2009
Location: Szczecin
Posts: 46
Ignore this user

Thanks: 0
Thanked 3 Times in 3 Posts

Re: Ninjatrader Volume Feed Woes, Please Help

It is possible - even "supported" - but a lot of work to replace the whole feed connector:

Trade-Robots

lower than that - I am not sure. I would contact MbTrading about this. If they support NinjaTrader as platform, it is their duty to go and make it work properly. There is no known / documented way to intercept the data without the full "custom feed" solution I have outlined in that blog post.
NetTecture is offline  
Reply With Quote
Old 11-01-2014, 03:08 AM   #3

CapitalBosters's Avatar

Join Date: Aug 2014
Location: indore
Posts: 67
Ignore this user

Thanks: 0
Thanked 0 Times in 0 Posts

Re: Ninjatrader Volume Feed Woes, Please Help

NinjaTrader is a developer of trading software for the active trader a complete end to end trading platform catering to discretionary and automated traders of futures, equities and forex markets. The software is available at over 100 brokerage firms worldwide.

Denver, CO based NinjaTrader was founded in 2003 by Raymond Deux, an active futures trader. In 2005 NinjaTrader acquired TradeMagic, the developer of an advanced .NET trading framework, which served as the foundation for growth into trading system development and automated trading. NinjaTrader version 6 was released in 2007 which included full trading system development via NinjaScript, chart based trading and real time multi-instrument scanning.
CapitalBosters is offline  
Reply With Quote

Reply

Tags
live data, mb trading, volume

Thread Tools
Display Modes Help Others By Rating This Thread
Help Others By Rating This Thread:

Similar Threads
Thread Thread Starter Forum Replies Last Post
IQ Feed Sucks!! TheDude Brokers and Data Feeds 3 11-06-2011 04:24 PM
Correlation Measurement Woes Avarice Technical Analysis 0 10-03-2011 05:50 AM
Free MP for IB or DTN Feed thrunner Market Profile 24 10-22-2009 05:43 PM
Data Feed playafh69 E-mini Futures Trading Laboratory 3 02-27-2009 09:01 PM
Will the YM Data Feed be included with the Globex E-mini Data Feed The Bear E-mini Futures Trading Laboratory 1 01-19-2008 02:05 PM

All times are GMT -4. The time now is 11:37 AM.
Copyright ©2000 - 2017, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
2006-2011 Traders Laboratory, All Rights Reserved.