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There is definitely something wrong. If I open a CL 3-14 chart it will get me the volume from the 2-14 contract and when the chart is loaded it will begin the count from the 3-14 contract so I get a mix from 2-14 and 3-14 contract.
Can you help answer these questions from other members on NexusFi?
Do you use zenfire?
Did you do the upgrade to version 18?
There is something wrong with this version!
Tray to ad another instrument with the next front month and you will see that it is grabbing the current trading month and I have noticed this too if you open a chart.
For example:
You open a CL 2-14 contract chart and a CL 3-14 contract chart. The data that is loaded on the 3-14 chart is not from the 3-14 month but from the 2-14 and when it is loaded then it will begin to read the data from the 3-14 contract so you get a mixed chart from 2-14 and 3-14.
The same is happening in analyzer!
So with this behavior all the data that is coming in is not reliable!
This is a result of using the Merge Policy which will use the same historical bar data until the pre-defined rollover date in NinjaTrader.
To-reconfigure this indicator to work where it will display the VOL data for each individual contract, you will need to disable the merge policy under Tools--> Options--> Data tab--> set the MergePolicy to "DoNotMerge"
Here is an example from the CL 2-14 and 3-14 that I opened 10 min ago. The candles are identical (only the 2 last candles not) so when opening the chart it is loading the data from the current 2-14 contract and after loading the chart it is reading the data from the 3-14 contract.
According to a manager at Mirus, whom I spoke to this morning after "upgrading' to NT v18, going forward there is no "Total Volume" Market Analyzer data available. His comment was that this is one of the "features" of the new release, not a bug. That is, Mirus, Zenfire, and/or the CME giveth, and when it no longer serves them, they taketh away.
He was careful to note that he didn't think other volume information was affected or removed, just Total Volume.
Unfortunately I can't answer that at this time. What we do know is that it can only be one of two causes -
A) You made a change on your end
B) We introduced something that made the change with this latest update
Since you said you did not do A, I will ask my customer service team to monitor if we see any similar reports and if there is an issue we will surely resolve it.
So now if I disable merge policy I cannot get a full year of data on my chart!
Just admit that there is something wrong and fix it!
The problem here is that when the mergepolicy is on, the data that is loaded for the instruments for whatever month is always from the current trading month and when the chart or market analyzer is finished with loading than it is getting the data from the selected month!
It was never working like that! I always had my mergepolicy on and the information was always loaded accordingly the selected contract month.