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Old 11-22-2013, 11:21 AM   #1
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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
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Old 10-13-2014, 03:53 PM   #2

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Re: Ninjatrader Volume Feed Woes, Please Help

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


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.
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Old 11-01-2014, 03:08 AM   #3

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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.
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live data, mb trading, volume

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