NT 8 with CQG data feed: Lack of DJIA volume data

[svrz]

Greetings

I use NT8 with AMP/CQG data feed. For some reason there seems to be a lack of volume data for the DJIA symbol.

I posted this question on the AMP/CQG forum and the reply was to post this question here.

Thanks in advance.

[NinjaTrader_ChrisSch]

Hello svrz,

Thank you for your note.

I can confirm that data should be available on a CQG connection if enabled with the account. Are you enabled for this data on your account?

Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "ATTN CHRIS S 2245631" in the subject line so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

I look forward to your reply.

[svrz]

Hi Chris

Thanks for the reply.

To answer your question, the price data (OHLC) is received and displayed on the chart for DJIA. I'm not sure what you mean by 'enabled.' I assume the answer is yes since the price data is present for this symbol.

The zip file is on its way to you.

Thanks again and take care.

[brucerobinson]

ignore me if this is rubbish, and I realise it is at odds with the advice from the AMP/CQG forum, NinjaChrs would likely be aware etc - I have an AMP/CQG account and watched DJIA, but did so in FINVIZ, IIRC because there was an additional data feed charge to enable it on AMP & it wasn't a big component of my trading style. Same with VIX I think.

May be wrong/out of date

[svrz]

Thanks for your input, Bruce. I think you may be right. It appears that AMP/CQG has bundled the DJIA data into a paid data package. The delayed quotes that come with the default data package only have price but no volume data. I have asked the moderator on the AMP/CQG board if this is indeed case and await his/her reply.

Chris, thank you for analyzing the logs.

[NinjaTrader_PatrickG]

^DJIA is an index and cannot be traded, therefore, has no volume.

[svrz]

Hello Patrick

Yahoo's DJIA chart has volume.

https://yhoo.it/2N91nN3

Thanks

[NinjaTrader_PatrickG]

I am not sure what that volume would be representing because indices are not tradeable. Perhaps its combining the underlying assets of the index's volume.