Non-resident return filing requirement - div and int reported for non-resident

Is the dollar amount required to file (7500 for married filing jointly) refer to federal gross income, or NJ gross income?  Do I have to file a non-resident NJ state return because dividends and interest are reported to NJ (by the investment firm)? I am not a resident and owe no tax and had no NJ tax withheld. Firm will not issue a corrected return.   Thanks.