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Vvix

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    Vvix

    I am having a hard time finding out what the symbol is for the VVIX index. I am using interactive brokers with all the futures data stream but I cannot find the symbol details to add the instrument.
    Thank you.

    #2
    Hello,

    Thank you for your post.

    To display the VIX index in NinjaTrader 8 please use ^VIX for your instrument in your chart or order entry window.

    Please let me know if I may be of any further assistance.
    Dennis E.NinjaTrader Customer Service

    Comment


      #3
      Hello Dennis,
      I think the request was concerning index VVIX, (ie the vix of the vix, if it is possible to say so).
      I have been trying to get on the same chart window of IB's TWS the two charts for both VVIX and VIX. My goal was to visually compare intraday the two indexes. In this TWS attached chart settings are 30 min bars for one month. The issue with TWS is that the two indexes appear to have different trading hours and therefore I could not get them on the same intraday trading hours. I think on NT8 this should be possible. If you could show the NT8-TWS connection settings and possibly also a sample NT8 chart showing these two indexes together on the same window, I would be very grateful.

      Thanks.

      ps: attached is a chart of both VVIX and VIX as shown by TWS of IB; I am also looking for the appropriate NT8 settings in order to receive IB data feed of these two indexes and then get a similar chart on NT8.
      Attached Files
      Last edited by guidoisot; 01-14-2019, 01:04 AM.

      Comment


        #4
        Yes I am looking for interactive brokers settings for the VVIX instrument. Please post a picture of the settings so I can see what you have done to get this instrument displayed. Remember, this not about the VIX, this is about the VVIX.
        Last edited by streetffightingman; 01-13-2019, 10:12 PM.

        Comment


          #5
          Thanks for clarifying. VVIX is not configured in NinjaTrader by default, however, I was able to create a custom instrument in order to request VVIX data from Interactive Brokers. Follow these steps:
          • Disconnect from all data feeds
          • Tools > Instruments > add
          • OK > Close
          • Reconnect then test the newly created instrument
          Patrick G.NinjaTrader Customer Service

          Comment


            #6
            Thank you. it looks very interesting. I will look at it .... asap and see whether I can have it on my screen.
            My end goal here would have been that of finding a way to spot divergences between these two indexes.
            Thanks.

            streetffightingman , my apologies for interfering, perhaps too much, on your thread.

            Comment


              #7
              Thank you for the clear response. When I use ninja trader 8 and the settings above I tried loading a chart and reloading the historical data. Nothing comes up on the chart. I then look at the instruments I have added and the VVIX now has both the VVIX for the index and for the stock. I did not add the stock which means it added it itself after I tried to load the chart with the data. I wonder if this is a conflict that is preventing the chart to load the data. I am going to see what NT 7 does. I do have interactive brokers cboe streaming market index data feed along with all futures and stock data bundles. nt7 didnt make it work either and i tried different things.
              Last edited by streetffightingman; 01-20-2019, 07:05 PM.

              Comment


                #8
                The stock appearing in your database means at some point you tried typing that instrument into a window. NinjaTrader automatically creates a stock instrument when an unknown instrument is entered into any window. I would recommend deleting both and then following my steps again.
                Patrick G.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_PatrickG View Post
                  [*]Leave all other settings as default[*]Screenshot example - https://www.screencast.com/t/K5M0WzrmG4M
                  Hello
                  since a couple of days I have been getting the attached error msg related to VVIX, please can you help in fixing it?
                  Also how can I import the list of CFDs available from IB? maybe it is possible by creating a new hotlist? or each CFD has to be input one by one?
                  could you please show similar screencast for the settings of these CFDs ?


                  Thank you

                  Click image for larger version  Name:	error  msg on vvix.JPG Views:	1 Size:	412.6 KB ID:	1047275



                  Click image for larger version  Name:	vvix settings.JPG Views:	1 Size:	65.0 KB ID:	1047273Click image for larger version  Name:	IB CFDs how to get them on NT8.JPG Views:	1 Size:	213.6 KB ID:	1047274
                  Last edited by guidoisot; 02-06-2019, 04:13 AM.

                  Comment


                    #10
                    I did what the ninja supporter said above in the image he provided but when i open a chart for the vvix some how the program got me to put it as ^vvix
                    this has worked every time now for me and i use ib data feed with cboe stream data. Hope this helps. So when a chart is open like a 5 min chart i typed ^vvix in it.

                    Comment


                      #11
                      Can you confirm that you have real-time data for VVIX in Interactive Brokers by adding it to your Trader Workstation watch list? Here is an example of what it would look like (my data is delayed - you can tell by the yellow dot to the left of the price): https://www.screencast.com/t/kFhezbOp2iU

                      Importing a stock list is possible via the stock list import tool, however, CFDs will likely need more advanced mapping and will likely need to be created manually individually.
                      Patrick G.NinjaTrader Customer Service

                      Comment


                        #12
                        thank you for your reply.
                        yes I am pretty sure I have live VVIX and VIX;
                        Instrument description is the same, quotes change both on TWS tab and on corresponding charts, as you can see VVIX bar moved in one minute @15h50 and @15h51 (images attached)
                        This error msg shows up every time I open a workspace containing VVIX, then after a short time VVIX data fill in anyway.
                        Regarding the CFD, I did not know earlier on the existence of the stock list import tool.
                        I have tried to use it now, please see attached images, but it appears that there is something wrong as I cannot get the chart loaded for IBUS30, as an example.

                        Is this import tool only for stocks? (its name is : Importing a stock list"). I do not see an option for selectiong CFD as an instrument, there are only options for selectiong the trading hours.

                        please could you show, either here or on the help online, an example for a couple of these CFDs?

                        I guess that by looking at such examples I should then be able to replicate the same settings for each of all other CFDs.

                        Thank you

                        Click image for larger version  Name:	VVIX description from TWS.JPG Views:	1 Size:	102.7 KB ID:	1047303Click image for larger version  Name:	15h50.JPG Views:	1 Size:	340.3 KB ID:	1047299Click image for larger version  Name:	15h51.JPG Views:	1 Size:	325.8 KB ID:	1047300Click image for larger version  Name:	list of IB CFD to be imported - but only as stocks.JPG Views:	1 Size:	23.9 KB ID:	1047301Click image for larger version  Name:	import for IBUS30 did not work - error msg.JPG Views:	1 Size:	97.5 KB ID:	1047302

                        Comment


                          #13
                          Thanks for clarifying, streetffightingman. It is important to enter a '^' character prior to the index name when using indices within NinjaTrader. If not, NinjaTrader will assume you're trying to view or create a stock.

                          guidoisot, I wonder if you're approaching or exceeding Interactive Brokers max symbol limit. Can you recreate this issue if you load only ^VVIX? Follow these steps:
                          • Disconnect from all data feeds
                          • Close all open workspaces
                          • NinjaTrader will automatically create a workspace named 'Untitled' in which you'll only see the Control Center
                          • Reconnect to Interactive Brokers
                          • Load a single 1 minute ^VVIX chart with 5 days to load.
                          What occurs when loading only ^VVIX and no other instruments from Interactive Brokers?

                          The import stock list is only for importing stocks. You'll need to manually configure custom CFD instruments.
                          Patrick G.NinjaTrader Customer Service

                          Comment


                            #14
                            following the steps you indicated there is no erro message.
                            However when subscribing IB data feed there was no mention of a max symbol limit.
                            I will have to check that.
                            How where did you know about this limit?
                            Thank you.

                            Comment


                              #15
                              Interactive Brokers restricts simultaneous symbol requests per connection session to 100 by default. For more information about this, please contact Interactive Brokers support directly.

                              From a NinjaTrader perspective, you would want to make sure you reduce the total amount of symbols being accessed in all open workspace to less than 100 to work around this limitation.
                              Patrick G.NinjaTrader Customer Service

                              Comment

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