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VIX Data

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  • Seaeagle
    started a topic VIX Data

    VIX Data

    Hi
    I am using Ninja's Continuum and cannot plot the VIX. My log shows the attached message. How do I sort this out.

    Many thanks
    John
    Attached Files

  • krimkrim
    replied
    Just wanted to chime because I was looking for this.

    You can still find the vix in Ninja Trader.

    It's now listed as the name 'VX' in ninja trader instrument manager. So try a search under the name: VX.
    Description is: CBOE Volatility Index Future according to Ninja Trader description.

    Leave a comment:


  • NinjaTrader_EricB
    replied
    Hello steveg,

    Thank you for your post,

    Unfortunately, I don't have an index-enabled NinjaTrader Continuum data feed on my end to test this on my side, but I believe this would be due to how NinjaTrader 7 shows the closing price for daily bars.

    In NinjaTrader 7, the last tick is used for the close of daily bars (has been altered to the exchange's close in our beta software, NinjaTrader 8), as a work-around, try loading the chart alternatively as a 1440-minute interval and let me know the results you see.

    Leave a comment:


  • steveg
    replied
    Hello Eric,

    Further assistance with VIX requested:
    The closing value for the VIX CBOE volatility index on 4/4/16 on my NT chart is 15.95.
    The closing value for the VIX CBOE volatility index on 4/4/16 on Marketwatch.com/investing/VIX is 14.12.
    It appears the two are the same instrument. What's the difference?

    Leave a comment:


  • NinjaTrader_EricB
    replied
    Hello steveg,

    Thank you for your reply,

    No, you had performed the actions correctly -- the messages in the Log indicate the data feed itself is not enabled for this index data.

    If this is a live account, you will need to email BrokerageSupport[AT]NinjaTrader[DOT]Com with your account number along with a request to enable this index data on your feed.

    If it's a demo you're connected to, unfortunately the demos are not changeable in this way.

    Leave a comment:


  • steveg
    replied
    Eric,

    I think I followed your instructions correctly. Unfortunately, I didn't get the results hoped for.

    I was able to get a new instrument into the Instrument List: ^VIX.

    However, I was not able to get data feed for this instrument. My chart is blank. My log reflects the issue:

    "CQG.Adapter.SubscribeMarketDataResolve: VXJ6 is not enabled for real-time quotes and trading."

    also
    "CQG.Adapter.SubscribeMarketDataResolve: VIX is not enabled for real-time quotes and trading."

    Did I miss something?

    Leave a comment:


  • NinjaTrader_EricB
    replied
    Thank you for your reply,

    The "VX 04-16" instrument you're viewing is the Index futures and not the index itself. You'll need to take further action to view the Index.

    What you'll need to do is go Tools > Account Connections > Select your NinjaTrader Continuum connection and press Change. Select Next until you're on the page with the log in details. Select the box for "Include Index Data" and press Next and Finish to complete the process.

    You'll need then to disconnect and reconnect from your data feed. After this, you will be able to access indexes via the Instrument Manager (Tools > Instrument Manager> Search "VIX" under the Name section).

    Regarding the data not updating, please reset your instruments.

    Disconnect from your data feed: NinjaTrader Control Center> File> Disconnect> Select your data feed.
    Reset your Instruments: NinjaTrader Control Center> Tools> Options> Data tab> Reset Instruments>OK.
    Restart NinjaTrader> Connect (NinjaTrader Control Center> File> Connect> Select your connection.

    Leave a comment:


  • steveg
    replied
    Hi Eric,

    Thanks for your response. Let me address each point you raised:

    First, the log shows no error messages.

    Second, I am getting data from NinjaTrader Continuum. The first chart is the YM 06-16 and the data feed is good.

    The second chart is the VIX 04-16. This is the chart that is not updating. I found the VIX 04-16 in my Instrument Manager. The IM indicates this instrument is from the CBOE and the values are different from the S&P VIX values. CBOE in the 17 range currently; S&P in the 15 range.

    Leave a comment:


  • NinjaTrader_EricB
    replied
    Hello steveg,

    Thank you for your post,

    First, I suggest checking the Log tab of the Control Center for any errors that indicate the data feed is not enabled to receive real-time quotes. If you do see these errors, your broker will be able to address how to enable the data.

    If you don't see any errors, please let me know what data provider you're connected to (shown in Green at the bottom left of the Control Center) and what instrument you're trying to view, for futures please include the contract months (e.g., NinjaTrader Continuum and ES 06-16, CL 05-16).

    The S&P Vix index is listed in NijaTrader as "^VIX." The best way to view this would be to to add the index to your Default Instrument List.

    * Go to Tools > Instrument Manager
    * Search "VIX" under the Name section
    * Select the VIX with a single left-mouse click
    * Press the lower "<" arrow to add it to the Default Instrument List
    * Press OK to save the settings.

    You will now be able to access the contract when opening a chart / in the SuperDOM instrument list.

    Leave a comment:


  • steveg
    replied
    I am encountering this same issue. Historical data is present but new data ceases (does not post) after opening the chart.

    Also, as most I know follow the S&P VIX (rather than the CBOE) could this instrument be added?

    Thanks

    Leave a comment:


  • NinjaTrader_DrewO
    replied
    Hello,

    Thanks for your reply.

    I'd be happy to check for errors and test your account on my end. Please send me a note to platformsupport (at) ninjatrader (dot) com. Attach your most current log and trace files to the email, and put a link to this forum post in the body of the email. Please note "ATTN: Drew" in the body of the response.

    You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

    The log file will be named "log.20150616.txt"

    You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

    The trace file will be named "trace.20150616.txt"

    I look forward to hearing from you.

    Leave a comment:


  • Seaeagle
    replied
    Hi Drew
    OK I was in SIM101, however when I go into my live account I still don't get live data. In the past I have contacted Mirus and have been firmly advised all issues must be resolved via Ninja as you are the introducing broker.

    I don't particularly wish to post my account number here. Do you have an email I can use?
    Thanks for your help
    Seaeagle.

    Leave a comment:


  • NinjaTrader_DrewO
    replied
    Hello,

    Thanks for your reply.

    Is your connection a live account connection or a demo connection?

    Demo connections would only provide historical index data. Live account connections, however, can provide real time updates of supported indexes, provided the account connection is enabled to do so. Your broker can make enablement changes to your live account connection.

    Leave a comment:


  • Seaeagle
    replied
    Vix dvol uvol

    Hi again
    Thanks for the list of indices available on Continuum. I have charted DVOL and UVOL but nothing is updating in real time. Though I do get data from the start of the day to the time I create the chart. Then nothing.
    Any suggestions welcome
    Regards
    Seaeagle

    Leave a comment:


  • Seaeagle
    replied
    Vix

    Many thanks for the prompt response.
    Regards
    John

    Leave a comment:

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