Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.
-
Welcome Guests
Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.
Search the Community
Showing results for tags 'live data'.
Found 1 result
-
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
