How to display weekly bars for S&P 500 volume data from Kinetick

[CycleArt]

Dear Sirs,
Please help me with the following.
I want to create a volume study of S&P 500 on weekly bars. Kinetick provides historical volume data for S&P under instrument VI6T.Z and not under SPX.XO itself as a volume field. As a result when I try to display S&P volume using weekly bars the data is not treated as volume by adding Monday volume to Tuesday etc but as a price data.
Is there any way I can display indices volume data provided by Kinetick in weekly format?

[NinjaTrader_Matthew]

Hello,

There should be volume distributed with the SP500 symbols you are using.

Please try adding the VOL indicator to your Weekly SP500 chart and you should see a panel with volume field.

[CycleArt]

Hi Matthew,

What you described works for stocks, futures etc. historical data in the way Kinetick delivers it.
Kinetick does not provide volume for indices within the volume field. If I use VOL indicator on S&P index it will show me the garbage Kinetick puts there (see the attachment). Kinetick provides volume as a separate instrument.

[NinjaTrader_Kyle]

Hi CycleArt,

You are correct, this is provided as a seperate instrument with Kinetick: VI6T.Z - S&P 500 ISSUES VOLUME TOTAL

Please follow the instructions below to add an instrument in the NinjaTrader 7 Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• Enter instrument specific information and select the appropriate exchange.
• Fill in any relevant information under the "Misc" tab, including the symbol mapping for Kinetick
• Press the "OK" button

For example, the S&P 500 ISSUES VOLUME TOTAL is added with:
Master Instrument: (user defined name) VI6TZ
Instrument Type: Index
Tick Size: 0.01
Session Template: Default 24/7
Symbol Map: Kinetick: VI6T.Z
Exchange: Default
Full list of Market Metrics at: http://www.kinetick.com/market-metrics

[CycleArt]

Kyle,
This is not what I was asking (please see the initial message). There is no problem with adding VI6T.Z instrument. The problem is in how to display this instrument weekly. NT7 treats this instrument as price and when I display it weekly NT7 gives me high and low of the volume of the reviewed week, Monday volume as open and Friday volume as close. To have the volume calculated correctly it should be a summation of all the days of the week volume.

[NinjaTrader_Kyle]

Hi CycleArt,

Thanks for your patience as I reviewed this case with development.

Though I now see what you're looking for, I'm afraid that this type of display of index volume is not currently possible within the software. Development mentioned that it may be possible to create a custom bar type which would sum the weekly volume, but extensive coding outside of what we support would be required.

I've submitted an enhancement request with our development team to look in to a way to more correctly handle this type of volume in future releases.

[CycleArt]

Thank you, Kyle.
What would be easier to do if I decide to develop volume transformation from daily to weekly:
- Custom Bar type
- Indicator that sums weekly volume?

[NinjaTrader_Kyle]

Hi CycleArt,

It's a bit hard to say which would be more difficult, but as it was explained to me a custom bar type would be the best way to address this.