eSignal adapter - $TVOL and $TVOLQ

[terryt]

ok. thanks.

[NinjaTrader_Dierk]

I stand corrected: Unfortunately this is NT limitation as NT would not support prices ~> 2 billion (2exp31). For that matter we added $TVOLQ to the list of instrument which are not supported by the NT eSignal adapter. Sorry for the inconvenience.

[terryt]

Thanks for the response.

However, I am really sorry to hear that you aren't supporting the "total volume" symbols for the major indices.

-Terry-

[NinjaTrader_Dierk]

Thanks for your feedback.

[FREEN]

NT doesn´t support any index volume data.

I was having the exact same problem as Terry and was dispointed finding this drawback in an otherwise excellent piece of software. eSignal provides the following symbols for index volumes:

$TVOL (NYSE TOTAL VOLUME )
$TVOLA (AMEX TOTAL VOLUME )
$TVOLQ (NASDAQ TOTAL VOLUME)

However, none is supported in NT. Worse yet, I didn´t find even ONE major index symbol with volume data from Barchart or eSignal with support in NT. Why? Proper analysis of indices and bellweather stocks require price AND volume. Pleeeease!!! High priority!!!

//Fredrik

[NinjaTrader_JoshP]

Fredrik,

Unfortunately this is a limitation as Dierk has mentioned. Thank you for voicing your concern. It is on our list.

[FREEN]

Well Josh, I found this 2 year old post with the same request:

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.

I´d really like to know when support for ANY (and if so, wich one) symbol providing major index volume data is expected?! I´d hoped to find a bypass of the problem in the forum, but no luck yet.

//Fredrik

[NinjaTrader_JoshP]

FREEN,

Unfortunately there is no time estimate I can provide you with. It is on our list of future considerations. As it currently stands it is a limitation as Dierk has mentioned.

[terryt]

When the request for support of accumulated volume symbols is next reviewed, perhaps NT would consider scaling those huge volume values to fit into the available data structure.

-Terry-

[NinjaTrader_JoshP]

Thanks for the suggestion Terry.

[dfogg]

re: terryt "error message saying that the eSignal adapter does not support $TVOL" &
Josh: "It is an API adapter limitation. Development has informed me it has been this way for years."

$TVOL used to work on NinjaTrader using the eSignal data feed, i.e., it's not the eSignal software that had the problem. However, since the value for $TVOL is very large, with the default ticksize of 0.1 a NinjaTrader error would sometimes occur. (The size of $TVOL in ticks, appeared to exceed the maximum value permitted in NinjaTrader for the number of ticks and caused an error.) When the ticksize was changed to 10, I never experienced a problem.

Meaning to be helpful to others, I communicated this problem and solution to NinjaTrader and suggested the default ticksize for $TVOL should be changed to be at least 10. The NinjaTrader response was to write code to specifically prevent $TVOL from being used.

They forgot about two other symbols which you can add together and get the same result. I never mentioned those symbols for fear those symbols would be deemed to be unsupportable as well.

[terryt]

dfogg:

Thanks for the info.

For what it is worth, when I last tested this ( as seen earlier in this thread ) I used a ticksize of 10 and was having the problems documented.

-Terry-

[FREEN]

And in NT7 this preventive error message is upgraded to include $TVOLQ as well! Why not take away $TVOLA while your at it?!

I´d really like a good explanation for this!!! What´s the point???

[NinjaTrader_JoshP]

Guys,

It is back on the development list to see what can/cannot be done in terms of the limitation here. Please note that our priorities at this point in time are to stabilize NT7 and get to a production level though. Thank you for your feedback and patience.

[FREEN]

Josh,

No one is asking for a solution on this, just that you don´t code the eSignal adapter not to prevent reading of the TVOL/TVOLQ/TVOLA data. The session crossing problem can be handled in an indicator!

Sorry for beeing unpatient in this, but I just can´t see the point in curing a headache with chopping of the head!

Thanks for your respons.