Why N/A may show up in the Exchange-Traded Futures Time and Sales Window?

Why may N/A show up in the Exchange-Traded Futures Time and Sales Window?

The gateway receives the trade record from the CQG and sends it to MT5, and it tries to determine the direction.

Direction— direction of a deal, as a result of which the tick was generated: Buy or Sell. Data on direction is generally filled by the source of ticks, i.e., a gateway or a data feed. If the data source does not provide such information, the history server fills the direction automatically using the following algorithm:

• If the Last deal price is greater than or equal to the last Ask price, the price is considered to be the result of a bought deal.
• If the Last deal price is less than or equal to the last Bid price, the price is considered to be the result of a sell deal.

You're looking at Last Values, which is the price/volume of the last trade at the exchange. It doesn't have a direction (one counter-party buys, seconds sells), so the MT5 server tries to find who's a market taker and sets this as direction; sometimes, it can't recognize the direction and sets Buy/Sell or N/A.