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NT7 session volume


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NT7 session volume

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  #1 (permalink)
 xplorer 
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On a NT7 time-based chart such as daily, I want to see the total volume traded for a given day.

If I select a day by middle-clicking it, I get the volume for the RTH session. Example for CL yesterday: volume showed is 199,705 which was total RTH/Pit hours traded volume.



I figured, the way to get the total ETH volume was to right-click on the daily bars, go into Properties, and change the Session template from <Use instrument settings> to <Nymex Metals / Energy ETH>, but that still shows the same amount of volume.

Any ideas?

Apologies for the relatively noob question, I searched here and tried things myself but I can't find what should be a simple answer.

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 Silvester17 
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xplorer View Post
On a NT7 time-based chart such as daily, I want to see the total volume traded for a given day.

If I select a day by middle-clicking it, I get the volume for the RTH session. Example for CL yesterday: volume showed is 199,705 which was total RTH/Pit hours traded volume.

I figured, the way to get the total ETH volume was to right-click on the daily bars, go into Properties, and change the Session template from <Use instrument settings> to <Nymex Metals / Energy ETH>, but that still shows the same amount of volume.

Any ideas?

Apologies for the relatively noob question, I searched here and tried things myself but I can't find what should be a simple answer.

yes, that's a little tricky

if you use daily bars, it all depends on your data provider. some will only deliver rth data (like cqg). in that case it's better to use a 1440 minute chart. that way you'll get the eth volume

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 xplorer 
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Silvester17 View Post
yes, that's a little tricky

if you use daily bars, it all depends on your data provider. some will only deliver rth data (like cqg). in that case it's better to use a 1440 minute chart. that way you'll get the eth volume


Thanks Silvester - yes, I have Continuum/CQG as data provider.

The odd thing is, I also have a native CQG platform but I can see the total Globex volume there.


So do you reckon it's a combination of data provider+platform that prevents such a relatively simple need?

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 Silvester17 
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xplorer View Post
Thanks Silvester - yes, I have Continuum/CQG as data provider.

The odd thing is, I also have a native CQG platform but I can see the total Globex volume there.


So do you reckon it's a combination of data provider+platform that prevents such a relatively simple need?

this is interesting!! it looks like nt8 is handling it differently. here I only get eth data as opposed to nt7 where I only get rth data with daily charts (my provider is cqg)

so I guess it depends on data provider + platform + version

maybe @NinjaTrader can clarify

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Silvester17 View Post
this is interesting!! it looks like nt8 is handling it differently. here I only get eth data as opposed to nt7 where I only get rth data with daily charts (my provider is cqg)

so I guess it depends on data provider + platform + version

maybe @NinjaTrader can clarify

NinjaTrader 7 with CQG/Continuum and Rithmic used RTH for daily bars. For NinjaTrader 8 we changed that to ETH to be in line with other market data providers in the industry.

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 xplorer 
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NinjaTrader 7 with CQG/Continuum and Rithmic used RTH for daily bars. For NinjaTrader 8 we changed that to ETH to be in line with other market data providers in the industry.

@NinjaTrader

Just to clarify: in NT8 you now see ETH traded volume for daily bars but, should you wish to see only one session (e.g. RTH, or night only, or custom) is there a way to do it?

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@NinjaTrader

Just to clarify: in NT8 you now see ETH traded volume for daily bars but, should you wish to see only one session (e.g. RTH, or night only, or custom) is there a way to do it?

You can't change the session for daily bars. You could play around with minute bars to create a bar representing a particular session, I believe.

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 xplorer 
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NinjaTrader View Post
You can't change the session for daily bars. You could play around with minute bars to create a bar representing a particular session, I believe.

Okay thank you.

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