Ninjatrader on DJIA volume chart question

[peterhxu7]

the attachement is the chart from Sierra connected with CQG . my question is why ninjatrader is not able to provide the same chart with VOLUME on Dow index while connected with CQG. is there a chart porblem with ninja?

[NinjaTrader_Brandon]

Hello peterhxu7,

Thanks for your post.

With CQG daily bars are recorded in RTH
Since they are recorded in RTH they can only be provided in RTH.
To be able to view daily bars with CQG in ETH you have two options:
1) Open a 1440 minute based chart (1440 minutes in a day) and use an ETH (Electronic Trading Hours), Default 24/7, or Default 24/5 Session Template.
2) Use the Kinetick End of Day free feed and use an ETH (Electronic Trading Hours), Default 24/7, or Default 24/5 Session Template.
The Kinetick is as follows:
• From the Control Center -> File -> Disconnect -> your CQG connection
• File -> Connect -> Kinetick End of Day
• File -> Connect -> Your CQG connection
This will now make Kinetick be set to retrieve the data before CQG.

In order to display the volume however as you seen in your screenshot I would recommend using the Kinetick option to have it match.

With CQG historical data is provided from our servers and it is recorded in real time. The real time data is then provided to you in the format it was received. In NinjaTrader 8 CQG daily data will be recorded in ETH.

[peterhxu7]

i think it's the problem with ninjatrader platform. just attached my screen shot of DJIA daily chart. The volume is available from september 2014 to november 2014 and missing the rest of the year. could you explain why?

[NinjaTrader_Brandon]

Hello peterhxu7,

Thanks for your reply.

NinjaTrader should be recording this information as it is provided in real time. I will look into this further over the next couple days.

[peterhxu7]

thanks and look forward to hearing from you soon

[NinjaTrader_Brandon]

Hello peterhxu7,

I have tested and verified this data is not available with CQG in NinjaTrader. I do not see volume as you do on your chart. I am using the built in VOL indicator however if you still see similar results on your chart with the VOL indicator I suspect this historical volume information is saved on your computer from a different data provider. I would recommend using the Kinetick connection that comes with NinaTrader to get this volume information and ETH daily bars

[peterhxu7]

i was trying to compare the volume on both SP500 1 minute chart and DJIA 1 minute chart. sp500 shows normal volume but DJIA shows nothing. I don't think it's the problem from CQG. what do you think?

[NinjaTrader_Brandon]

Hello peterhxu7,

Thanks for your reply.

Real time volume is not available for this instrument with CQG. Since this data is recorded real time to the historical data servers it is not available historically. The ^DJIA receives updates every second. The volume that is being seen is just a tally for each update. This data will not be available with the CQG connection.

[peterhxu7]

i asked Sierra the same question and the following was their answer with a screenshot as well. I see the volume on the 5 minutes chart screenshot.

https://www.sierrachart.com/SupportBoard.php?ThreadID=13319

I have been paper trading on ninja platform for a long time and i really need the real time DJIA volume as a reference of trading YM. Help please.

[NinjaTrader_Brandon]

Hello,

Thanks for your reply.

From their post it seems they use a custom exchange for this data. If you want this with NinjaTrader you will need to use a different data provider such as Kinetick.

[peterhxu7]

thanks and i will give it a try