CBOE Nasdaq 100 Volatility Index with TDA

[borland]

I want to use the VXN (CBOE Nasdaq 100 Volatility index) on charts and strategies with TD Ameritrade data feed.

When I start a new chart, I do find under 'stocks', VXN, but this does not load bar data on a chart.

Is the VXN index available on NT with TDAmeritrade data feed? If so, how can I load it?

Thanks

[sledge]

I want to use the VXN (CBOE Nasdaq 100 Volatility index) on charts and strategies with TD Ameritrade data feed.

When I start a new chart, I do find under 'stocks', VXN, but this does not load bar data on a chart.

Is the VXN index available on NT with TDAmeritrade data feed? If so, how can I load it?

Thanks

You must have added it at some point to stocks.

I don't have it.

http://screencast.com/t/aSpEhu5M

You probably need to recreate it as an index, and fill in the TDA under MISC.

http://screencast.com/t/DAo7u7TKI2

[NinjaTrader_DrewO]

Hello,

Thanks for your post.

Index instruments would be available through a TD Ameritrade connection. If you are enabled for this data, you should be able to receive this data in the platform. However, this instrument would need to be set up as an Index, as sledge mentioned above.

NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument.

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.

[borland]

Thanks for the replies and instructions. Got it working.

After looking at other 'working' indexes for TDAmeritrade as examples, I determined that the Misc tab mapping for VXN index is:

$VXN.X

[borland]

That leads to another question.

In my Ninjascript, since this is now listed as an index in my NT platform, do I need to call it by the symbol name with ^ prefix:

Add("^VXN",PeriodType.Minute,5);

Could I also add it to the Stocks listing, similarly mapped, and only need to call it:

Add("VXN",PeriodType.Minute,5);

?

[sledge]

I never tried that.

I doubt it. I'm not sure you will get past trying to masquerading an Index as a stock. You can try and report back.

You definitely will not be able to trade it, I'm sure it will be rejected at some point as nonsense.

(Sorry, I'm just someone who plays by the basic rules set before me... and would not try that lol... )

[NinjaTrader_Jesse]

Hello,

I would agree with sledge in this case, or to only map instruments with correct names and symbols for the type of instrument it is.

In NinjaTrader an index is specifically denoted by the upper carrot ^, any modifications to the name or mapping of the instrument could have adverse effects while placing trades to the broker.

Additionally creating two instruments that share the same mapping could cause issues, such as creating a Stock and Index instrument that share the same name/mapping and are used at the same time.

Please let me know if I may be of additional assistance.

[brucelevy]

Anyone have any luck pulling up VIX data? Is it ^VIX or VIX? I am connected to CQG, Kinetick and TD Ameritrade and my chart doesn't load anything with either symbol.

Is it only available during market hours possibly?

[borland]

No, VIX index is also working for me with TDA data feed connection.

From the Tools menu, select Instrument Manager. Search for Type: Index. Select from the table, VIX, then click on Edit. From the Instrument Editor, under the Misc tab, you should find TDAmeritrade. Mapping for TDA should be set to: $VIX.X

[NinjaTrader_DrewO]

Hello brucelevy,

Thanks for your post.

I'd like to see your log and trace files. 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.20160712.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.20160712.txt"

I look forward to hearing from you.

[sledge]

Anyone have any luck pulling up VIX data? Is it ^VIX or VIX? I am connected to CQG, Kinetick and TD Ameritrade and my chart doesn't load anything with either symbol.

Is it only available during market hours possibly?

Yes market hours....

Although from around <2 months ago - TDA started VIX data before 9:30AM EST open... so maybe 09:00AM EST now... of course - no notice of any change from anyone anywhere....

and <6 months+ they locked down their $issu data to 9:30AM EST instead of 08:00AM EST.... and I never had notice....