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$vold, $add, $tick, $trin ?

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    $vold, $add, $tick, $trin ?

    In TradeStation I was using the Symbols:

    $VOLD = Up Volume vs Down Volume
    $ADD = Advancing Issues/Declining Issues
    $TICK = The difference between the number of issues on an uptick minus the number on a down tick
    $TRIN = ARMS Index

    I now use IQfeed and CQG.
    Are the above symbols available from either of these vendors?
    I'm having problems finding them.

    Regards,
    taddypole...

    #2
    Hi Taddypole,

    Yes, these are default instruments and mappings should already be set. Click Tools > Instrument Manager > Change Type to Index and then search to find all these.
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Thanks RyanM,

      I found all those index symbols except VOLD.
      I did find UVOL, DVOL and VOL for the NYSE but no VOLD.

      Is VOLD available somewhere?

      Comment


        #4
        I don't see that one but you can add additional instruments. In IQFeed, it would be mapped as:

        JVNT.Z

        Description: NYSE NET VOLUME
        Ryan M.NinjaTrader Customer Service

        Comment


          #5
          I created an instrument with the name "JVNT.Z" but got an error message when I tried to load it into a chart.
          See the attachment.

          "Error on loading chart data for "JVNT.Z Nyse" NinjaTrader data server does not support this instrument, no data available.

          Does this just mean that when I first load Ninja Trader, that Ninja Trader does not have this instrument on their servers for me to load?

          taddypole...
          Attached Files

          Comment


            #6
            NinjaTrader does not have instruments on their servers. It's all defined on your local NT installation.

            You can use any name for the Master instrument name (VOLD is fine), but no special characters.

            Then, for the IQ feed mapping, type in JVNT.Z.

            NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.

            * From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
            * Press the "New" button
            * *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
            * Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivty provider
            * Press the "OK" button

            * If you wish to add an equity, this can be accomplished without following the steps above. Just open a chart (for example) and start typing in the symbol and a new instrument is automatically created.

            The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

            * Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
            * Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
            * Select the appropriate expiration date if this is a futures instrument
            * Press the "<" button to add the instrument to the list

            You are now complete and can press the "OK" button.
            Ryan M.NinjaTrader Customer Service

            Comment


              #7
              Thank you for that information.

              I deleted my attempts and tried to rebuild the VOLD data series but still get the error message.

              I've attached pictures of the parameters I used in the building of VOLD.

              I have two problems:

              1. I get no data plotted for the VOLD data series.
              2. I get an error message.

              There's something I'm doing wrong but I can't find it.

              Can someone help?

              Thank you,
              taddypole...
              Attached Files
              Last edited by Taddypole; 10-25-2011, 10:45 PM.

              Comment


                #8
                Hi Taddypole,

                Have you connected to IQ Feed first here or CQG?

                Could you please try opening this chart while connected only to IQ Feed?
                KyleNinjaTrader Customer Service

                Comment


                  #9
                  Thank you Kyle,

                  That worked. Are there any considerations as to which order the two connections should be made? Or is there no difference?

                  Comment


                    #10
                    Connection order determines what connection is used to stream data. Please see here for more information on multiple connections in NinjaTrader:
                    http://www.ninjatrader.com/support/h...onnections.htm
                    Ryan M.NinjaTrader Customer Service

                    Comment

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