Volume Bars + Historical Data = Pls Help!

March 18th, 2013, 03:39 PM

Any help from NT experts much appreciated, as I can't seem to find an answer to this issue.

I use constant volume bar charts and they are plotting perfectly on NT with a live feed. But when I use downloaded tick data, NT starts plotting the bars strangely, i.e. the bars all start looking like dojis and there are more of them than there should be (I know because crosschecked against Market Delta). I also notice that the total volume bars on the GOM delta volume indicator are uneven with historical tick data, and they should not be (given these are constant volume charts).

What am I missing? I am downloading both tick data for GOM using the excellent BaBAR and tick data for NT. I use IQfeeed.

I've attached a picture showing volume bars using historical data on the left and live feed on the right. Thanks in advance.

March 19th, 2013, 10:58 AM

Anyone? Surely I'm not the only trader to run into this issue using Ninja and IQfeed...

March 22nd, 2013, 07:57 AM

To answer my own query, it turns out that the developer beta version of Iqfeed connection manager (5.0.0.9) isn't playing well with Ninja. So if you have access to the developer beta of Iqfeed and use Ninja, don't switch just yet.

Volume Bars + Historical Data = Pls Help!

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Volume Bars + Historical Data = Pls Help!