NYSE Volume IB data feed charts negative values

[BGWTEX]

I'm trying to get NYSE Volume using the IB data feed. From the "Instrument Manager", I added "VOL" to my "Default" Instrument List and created a chart using the symbol from the Drop Down window on the chart. The symbol on the chart shows as "^VOL". The following data is charted, on 5 minute bars, beginning at 1:15 ET, -81,906,512 decreasing to -108,965,696 at 2:50 ET. I was expecting something like about 2,500,000,000, which is the approx. NYSE Volume at 2:50 ET. Is this as expected ?

[NinjaTrader_Matthew]

Hello,

The NYSE VOL Index should be only positive values.

Can you please go to Tools--> Instrument Manager--> locate the VOL instrument and select edit.

From the Instrument Editor, please click on the "Misc" tab--> Scroll down to the "Symbol Map" section--> locate the Interactive Brokers row and tell me what symbol is configured in this row.

If you open VOL-NYSE in a chart in TWS, do you see only positive values, or do you see negative as well?

[BGWTEX]

Hi Matthew, thanks for the quick response !
As you requested, from the Instrument Manager I got "VOL-NYSE". With IB TWS chart I get nothing. Hmm, I believe I'm missing an IB subscription ? I'm working on that.
Bruce, NinjaTrader Lifer

[NinjaTrader_Matthew]

Hello,

That should be the correct symbol. Please let me know if you see the same results after double checking your subscriptions.

[BGWTEX]

OK Matthew,
IB says that Total Volume for the NYSE is available in their TWS market scanner, but the data cannot be passed to Ninjatrader. "There is no symbol". "The symbol "VOL-NYSE" has no data." (Am I the first one to discover this ? Nobody watches NYSE Volume in NT that connects to IB ? I'm in the "TWILIGHT ZONE" !?!? (Google it, it was a TV show.))
Bruce

[NinjaTrader_Matthew]

Hello Bruce,

I will need to check with development on this to be sure. Please expect an update tomorrow.

[NinjaTrader_Matthew]

Bruce,

Thank you for your patience - although you can receive data for VOL-NYSE in the TWS market scanner, are you able to load this information in a chart in TWS?

[BGWTEX]

Hi Matthew,
To be clear, "VOL-NYSE" is/was the symbol IB used for NYSE Volume data. I was told by an IB Customer Service Rep. the following:
The symbol, "VOL-NYSE", does NOT receive data.
NYSE volume data is available in the IB Market Scanner, but it is NOT chartable.
There is NO subscription required for the volume data in the IB Market Scanner.

My experience with TWS is:
I can load the symbol "VOL-NYSE", and get no data, charting or otherwise.
I tried using the Market Scanner, and "Volume" is one of the filters available, but I was unable to get any results when applied to "Indexes". There are "Parameters" in the Market Scanner which seemed to me to preclude getting results on any Indexes. Unfortunately, I am not familiar with the IB Market Scanner, and cannot be of much assistance.

I take it that IB is not interested in supporting Ninja Trader ? I did tell the IB rep. that the information that the NYSE Volume data was not being fed to NT was NOT a good answer & she said she would pass along my comment.

Bruce

[NinjaTrader_Matthew]

Hello,

Thanks for the clarification.

If this data is not chartable through TWS, it would not be supplied to NinjaTrader.

You may consider subscribing to a dedicated data feed such as Kinetick, IQFeed or eSignal who does provide this index data for the NYSE VOL to NinjaTrader, among others indexes and metrics.