Big trades and volume imprint fails

Fsal3003

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i have this prints. one from ninjatrader with MZpack and motive wave with VI and Big trades... the values and cuantity in the big trades bubbles arent the same, how can i have the same chart image? how much filter i have to use in MES?
 

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nooris

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I would use an ES chart and choose cross-trade MES (right click the chart). That way you use the ES order flow (which is what matters, MES flow is tiny in notional value in comparison), but you execute in MES.
As for the big trade bubbles, you have to tinker with it if you want it to match ninja. I don't use ninja so I'm not sure how they aggregate. It could be that ninja uses ES order flow for MES and my first point would solve your problem. It could also be that your data provider for ninja use MBO (market by order) and therefore doesn't aggregate based on time, but based on the actual order number at the CME.
 

Fsal3003

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Hi, i activated the aggregated data by rithmic and now it is working well, thanks i will take your advises
 
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