Cannot load chart data for VXV

[atrader123]

Currently I cannot load EOD chart data for VXV. I tried with both Kinetick EOD datafeed and Yahoo EOD datafeed. I noticed VXV is specified in the instrument manager. Do I need to make any changes?

Following is the error message pop up - "Error on loading chart data for 'VXV Default': Unable to load historical data: unknown instrument".

I tried by specifying symbol map of "^VXV" for yahoo and providing CBOE as the exchange. That didn't help. I appreciate if you can please let me know how to fix this.

Version - Ninjatrader V 7.0.1000.12.

Regards

[sledge]

Currently I cannot load EOD chart data for VXV. I tried with both Kinetick EOD datafeed and Yahoo EOD datafeed. I noticed VXV is specified in the instrument manager. Do I need to make any changes?

Following is the error message pop up - "Error on loading chart data for 'VXV Default': Unable to load historical data: unknown instrument".

I tried by specifying symbol map of "^VXV" for yahoo and providing CBOE as the exchange. That didn't help. I appreciate if you can please let me know how to fix this.

Version - Ninjatrader V 7.0.1000.12.

Regards

Do you have the same issues with VIX, VIN, or VIF??

[sledge]

Do you have VXV mapped correctly in Kinetick?

They have a lot of symbols to look through.

Maybe NT doesn't have the correct mapping setup, and you need to figure that out.

VXV is relatively new, right? like 2 years or so?

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Are you looking for the future or index VXV?

[atrader123]

I get the same error message for VIX, VIN and VIF as well. It works for ^VIX though. When I search for ^VIX, in instrument manager I see an instrument with name VIX. For kinetic, it was mapped to VIX.XO. I don't remember if that was default or if I changed it many months back.

Regards

[atrader123]

Kyle, I am looking for index VXV.

Regards

[sledge]

I get the same error message for VIX, VIN and VIF as well. It works for ^VIX though. When I search for ^VIX, in instrument manager I see an instrument with name VIX. For kinetic, it was mapped to VIX.XO. I don't remember if that was default or if I changed it many months back.

Regards

And you tried ^ in front of the others?

I had to add my VIF and VIN and map to TDA... I haven't mapped VXV, but could if I wanted.

In instrument manager.

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

The settings required for this instrument are shown in the attached image. Please use those settings along with the instructions below to configure the instrument for use with Kinetick.


Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

• Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
• Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
• Select the appropriate expiration date if this is a futures instrument
• Press the "<" button to add the instrument to the list

You are now complete and can press the "OK" button.

[atrader123]

Hi sledge - I tried with ^ in front of VIN and VIF. Ninjatrader doesn't recognize them as symbol. So I created a symbol for ^VIN designating as index and mapped for kinetic as VIN.XO. Then all I get is a blank chart. Probably the mapped symbol is not right. Kinetic website is not intuitive. I am trying to find their symbol database.

[atrader123]

Hi Kyle - Thanks. Once I did as you suggested, I can see the chart for VXV.

I tried to do same for VIN and VIF but it didn't work. Same when I tried ^VIN and ^VIF. The symbol mapping I gave was VIN.XO, VIF.XO. I don't need these symbols data right now but if you can suggest how to fix these, it would be useful for me in future.

Regards

[NinjaTrader_Kyle]

Hello,

The ^ symbol denotes an index within NinjaTrader and is required when accessing this type of instrument.

I had been checking for settings using the Kinetick symbol look up utility located here; https://www.kinetick.com/support#Symbol-Search

I was not able to locate VIN or VIF - could you provide more information about these symbols so that I can try to track the settings down another way?

[sledge]

Hi Kyle - Thanks. Once I did as you suggested, I can see the chart for VXV.

I tried to do same for VIN and VIF but it didn't work. Same when I tried ^VIN and ^VIF. The symbol mapping I gave was VIN.XO, VIF.XO. I don't need these symbols data right now but if you can suggest how to fix these, it would be useful for me in future.

Regards

Those might work during real time... I don't have kinetick, so I can't clarify. Maybe there is no recorded historical data?

I record all my vix/vif/vin from tda...

using ^ is pretty standard with NT on items with type=index... (^ADV, ^DJIA, ^TRIN, ^TICK )

[sledge]

Hello,

The ^ symbol denotes an index within NinjaTrader and is required when accessing this type of instrument.

I had been checking for settings using the Kinetick symbol look up utility located here; https://www.kinetick.com/support#Symbol-Search

I was not able to locate VIN or VIF - could you provide more information about these symbols so that I can try to track the settings down another way?

I've read about it previously, and that's how I knew about VXV...

TDA has all 4 indexes (VIX, VIN, VIF, VXV)...





http://vixandmore.blogspot.com/2011/...olete-vix.html

Now, here is the fun part. It is a little known fact that the CBOE actually maintains separate indices for the near-term month VIX (VIN) and the far-term month VIX (VIF).