enabling market data for VIX

[rexsole]

Good morning. I am trying to create a chart for either the VIX or the futures contract for VIX and I am getting an error message that data for them is not enabled. Can I trade or chart the VIX through NT8?

thanks

Brian

[NinjaTrader_RyanS]

Hello,

These products are both available by default in NinjaTrader 8, however you will need to confirm with your broker that your account is enabled for data on these instruments.

Please note Ninjatrader Historical data servers do not support historical data for the VIX index, so if using a CQG or Rithmic based connection you will only see live data on the index.

[Lance El Camino]

^VIX is for the 30-day index. Can we access the 9-day, 90-day, and 6-month VIX as well?

[NinjaTrader_Jason]

Hello Lance El Camino,

Unfortunately such index instruments are not present by default in the NinjaTrader platform. NinjaTrader comes preloaded with the most common index instruments. Should you wish to add an instrument to your database that is not located in the preloaded lists, please follow these steps:

• Navigate to the Control Center > Tools > Instruments window.
• Left-click on the ‘add’ button that appears near the lower right-hand corner of the Instruments window.
• Enter instrument-specific symbol mapping, exchanges, and other information on the Instrument editor that appears. This information will largely depend on your broker or data feed provider’s specific settings regarding the instrument in question.
• Left-click the OK button once each field has been filled out with correct information.

The new instrument has now been created in your database. Should you wish to add this instrument to an instrument list:

• Navigate to the Control Center > Tools > Instruments Lists window.
• Left-click to select the instrument list that you wish to add this instrument to in the left panel, then left-click on the ‘add’ button at the bottom of the right-hand panel.
• Type the name and (if applicable) front month of your instrument in the search field that appears. Press the Enter button on your keyboard to confirm this change.
• Left-click the OK button to close the Instrument Lists window.

Your new instrument is now added to the instrument list of your choice.

[Lance El Camino]

Thanks. I loaded these with the free Kinetick data on daily bars. When I go to Instrument > Symbol map, is there anything specific I have to input for NT Continuum for VIX9D, VIX3M, or VIX6M?

[NinjaTrader_Jason]

Unfortunately these index instruments are not supported with NinjaTrader Continuum.

[Lance El Camino]

So if I add CBOE for $15 a month to my subscription those won't be included?

[NinjaTrader_Jason]

Yes, you are correct in understanding.

[Lance El Camino]

Can you offer a solution please? What do I need to do to get the intraday data for the VIX cash indices?

[NinjaTrader_Jason]

You would need to connect to a supported data feed provider that supports these index instruments. Please see the link below under 'Understanding the data provided by your connectivity provider' which shows supported providers and what data they support. Unfortunately it does not show if these index instruments are supported. Please check this with the data feed provider.

https://ninjatrader.com/support/helpGuides/nt8/?data_by_provider.htm

The matrix shows 'data feeds only' such as Kinetick and DTN IQFeed, but it lists broker technologies as well such as Continuum and FXCM. The broker technologies can only be used if you have an account at the broker. They provide data in NinjaTrader and allow you to trade your account at your broker. The 'data feeds only' will only provide data in NinjaTrader. You will need to have a subscription with one of these data providers to obtain login information.

Our preferred market data service is Kinetick. Market data services start as low as $69 per month. If you trade CME Globex products, you can have these exchange fees waived if you have a qualified brokerage account. This service is only available for NinjaTrader. Please visit www.kinetick.com for more detailed information.

[Lance El Camino]

Thanks. I can pull the VIX9D, VIX, VIX3M, and VIX6M from the free end-of-day data with Kinetick but only daily bars. I'll reach out to them to see if they can provide those more granularly. Have a great day!