CBOE Short-Term Volatility Index (VXST) futures

[Nick88]

Hi,

I want to chart the CBOE Short-Term Volatility Index (VXST) futures in NinjaTrader using Interactive Brokers for data. IB gave these futures the symbol VXST, but since there are up to a maximum of 5 futures (VSW1 ... VSW5) per month, I assume there is some suffix added to the vxst symbol to distinguish between them.

How should I set this up in NinjaTrader, specifically the Symbol Map for these futures?

Thanks!

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Only the symbol 'VXST' should be used within the symbol map field. Expiration codes are addressed elsewhere within NinjaTrader and do not need to be set at the symbol level. Instead, please select the expiry when adding the symbol to NinjaTrader's Default instrument list by following the steps which are outlined here: http://www.ninjatrader.com/support/h...ment_lists.htm

[Nick88]

Hi Kyle,

Thank you for your response.

The problem is that for the current expiry month of October, there are 5 futures quoted by the exchange. These are futures which expiry weekly. November will have 4 weekly future contracts. The exchange gives them the symbols VSW1 to VSW5.

Please see the contract specifications at:

http://cfe.cboe.com/Products/Spec_VXST.aspx

[NinjaTrader_Kyle]

Hello Nick88,

Thank you for clarifying.

Unfortunately, weekly expirations are not supported within NinjaTrader 7. This is something which development is considering adding support for in future versions of the software however and I will forward your support for that type of change to them.

[Nick88]

Ok, thanks.