Why retina mac book pro won't output signal to second monitor via mini display, but detect it?

I have 2 monitors, a retina, 15-inch, mid 2014 mac book pro. I plugged the hdmit output to one monitor, and a mini-display to dvi to the second monitor.

On mac book preference system perferences->displays-> arrangement tab I can see all three screens, however the one connected via mini display port - dvi isn't getting any signal.

Can I used two monitors with a mac book pro, without having to buy some fancy extra device?