1996 A6 Check engine light problems!!!

Check engine light is on all the time and AutoZone cannot get ANY readings from the plug in under the dash?? Anyone else have this problem? The car runs great!
bsa101
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Are you tightening your gas cap fully? Sometimes a loose gas cap will generate that false light. Happened to me the first month I owned my A4, but not since now that I tighten my gas cap two or three clicks.
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