Ticksize for VOLD, UVOL, DVOL, XVOL from eSignal

[dfogg]

It is suggested that the ticksize for VOLD, UVOL, DVOL and XVOL be set to 10 or 25 not .01 as was done in the recent Instruments.txt file. (After updating using that file, database errors occurred. However, these errors were fixed by changing the ticksize to 10 and reloading the data.)

With the ticksize .01, it appears that the number of digits to specify the volume may be too large and database errors may occur.

In the past problems were reported with $TVOL from eSignal and unfortunately, the NinjaTrader solution was to write code to specifically prevent $TVOL from used, i.e.,
"'$TVOL' is not supported by the eSignal adapter"

Probably changing the ticksize would have solved the problem with $TVOL. Allowing a larger ticksize, such as 1000, for the volume indices might be useful. Allowing $TVOL to be obtained from eSignal again would be appreciated.

[NinjaTrader_Ray]

What do you mean database errors occured?

[dfogg]

After the upgrade required because of the cbot changes, when NinjaTrader was started, there were pop-up messages stating something like: "The data for the symbol DVOL in the database is corrupted, reload the data with Tools/Historical Data/Reload" This occurred for each of the volume related indices. It continued occurring until the ticksize was changed back to 10 from the .01 set by the text file.

[NinjaTrader_Ray]

So our default value is 0.01 but you had changed it to 10, is that correct?

[dfogg]

So our default value is 0.01 but you had changed it to 10, is that correct?

You are correct, the default ticksize in Instruments.txt is 0.01, however since the volume numbers are large, e.g., UVOL 421974590, the ticksize can be large and have no bad effects. I changed it to 10, the largest currently allowed by NinjaTrader is 25.

[FREEN]

Allowing $TVOL to be obtained from eSignal again would be appreciated.

This is a 2 year old problem/request. Are there any plans for NT support on the symbols for volume on the major indices ($TVOL, $TVOLA, $TVOLQ)?

//Fredrik

[NinjaTrader_Kyle]

Hello FREEN,

Thank you for your post.

Unfortunately, these symbols are not supported in NinjaTrader 6.5 or NinjaTrader 7 at this time.

While this is on our development team's list, I do not have an ETA for support of these instruments currently.

With that said, I have made a note of this forum thread and will post an update here as soon as I hear anything else.