BlueCollarDayTrading Posted December 21, 2017 Report Share Posted December 21, 2017 When you do a backfill with MT it screws up the volume for the current bar on most stocks. I thought it may be an NYSE symbol problem so I only watched NASDAQ stocks today. That was not the issue. I did the following, I opened up NInjatrader 7 with TD Ameritrade feed and backfilled the same symbol that I just backfilled with MT. Volume was fine on NinjaTrader 7. I also had Trade Architecture open with the same symbol and I watched the T&S on all 3 platforms. Let me tell you, MT has got something going wrong in the Raw Data. NinjaTrader 7 has almost identical T&S as Trade Architecture while Medved Trader looks as if it tries to consolidate volume too much, and at times it appears to show the total volume of the previous candle or something. I am still trying to figure those out. I will also use IB datafeed with trader workstation tomorrow to see if it is not handling volume correctly with IB. Ninjatrader 7 is handling volume correctly so this can't be an issue with the datastream, in my opinion. Quote Link to comment Share on other sites More sharing options...
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