NT8 with TD-Ameritrade connection only loads last 45 days of VIX index intraday data

[futurenow]

Hello

Is there any kind of restriction about the amount of days that can be loaded with TD-Ameritrade datafeed? Because I’m trying to load the chart of the VIX for the last 365 days, but NT8 only loads the last 45 days when using any timeframe lower than 1 day bars, for example when using 240 Minute bars or lower.

When you select 1 Day bars then NT8 loads the year of data but I need intraday data. And in Options \ Market data \ Preferred connections - real time, I selected TD-Ameritrade for Index and Stock, but the same result.

So please, what would be the way to load more than 45 days of intraday data for the VIX and similar indexes symbols when using TD-Ameritrade as data feed connection?

Thank you

[NinjaTrader_ChrisSch]

Hello futurenow,

Thank you for your note.

WIth TD Ameritrade connections, only up to 50 days of intraday data is available for loading on your charts. This is a limitation of the API and the data that they provide to the platform.

Please let us know if further questions come up.

[futurenow]

WIth TD Ameritrade connections, only up to 50 days of intraday data is available for loading on your charts. This is a limitation of the API and the data that they provide to the platform.

Please let us know if further questions come up.

Thank you for your answer

Here some more questions:

- Is there any plan to TDA update this and be able to load more than 50 days of intraday data using them as data feed?

- About another data feed connection, does this also happen with the Interactive Brokers connection? has IB this kind of limitations about the intraday data? and if not, then how many days/years can be loaded with an IB connection in NT8?

[NinjaTrader_RyanS]

Unfortunately the 50 day limitation is on TDA's side, so we do not have any expectation of if or when this would change.

Interactive broker's historical data limitations are listed below on their publicly available site:

https://interactivebrokers.github.io/tws-api/historical_limitations.html

[futurenow]

Unfortunately the 50 day limitation is on TDA's side, so we do not have any expectation of if or when this would change.

Unfortunally, 50 days is not too long. Sad news.


In the other hand, when using TD-Ameritrade as data-feed connection I see the VIX index loads and runs in real-time in NT8 when using the ticker (^VIX), but I can't find others Cboe Volatility Indexes running in real-time in NT8, like for example the Cboe Nasdaq volatility index that in TDA I see it has the ticker VXN. In NT8 this VXN symbol is shown as a "stock?" symbol, and yes, it loads its chart but I can't find the way the VXN runs in real-time, and even, checking better the chart, I see it loads only until the last market day, so not running in real-time and not even close to it.

So please, how can I solve this to have the chart running in real-time for other Cboe Volatility Indexes and not only for the VIX? I was trying to write the keywords: "volatility", "nasdaq" and so on, but I can't find the one that loads the same as the VXN in the TDA platform. In the specific Nasdaq example (it is only an example because I need other volatility indexes), I see the NT8 search-box shows symbols like the ^VOLQ and the VLQ, but the VLQ is in blank (I see the chart in blank) and right now the ^VOLQ shows a quote = 7,804,293.12 vs the one I need that is VXN = 21.57, that as you can see there is a huge difference in their quotes.

I've noticed sometimes different data-feed providers has different tickers for the same instrument/symbol, so I don't know if could be a kind of TDA ticker list for these kind of not so frequent symbols.

Interactive broker's historical data limitations are listed below on their publicly available site:

https://interactivebrokers.github.io...mitations.html

About the Interactive broker's historical data, what I see in the site you attached above is you want to have intraday data (bar time = 30min+), the max they allow are 1 single month of data what is even less than what TDA allows. Is this true? Am I reading this the table IB post in that site? Only 30 days? and if yes then, is there any other broker connection that allows more time for historical data for symbols like the VIX than the 50 days TDA allows or the 30 days IB allows?


Thank you

[NinjaTrader_RyanS]

Hello,

For specific limitations of IB data via their API we recommend reaching out to their support team directly for the most accurate information.

Instruments not found under Tools>Instrumetns need to be added manually. 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.

[Ymcapital]

I just went through the steps to try and pull up VIX9D or VIX1D using my TDA datafeed and I'm not having any success. I've followed the steps to add the indexed ticker symbol above and it does appear as a native symbol in the ticker dropdown of the chart. However, no bar data appears on the chart. If I type in VIX, I get all the data so I know that the API is working. It's just not working for VIX9D or VIX1D. I've also troubleshooted by pulling up the tickers on TOS and have no issues there. So It seems to be a specific issue I'm experiencing with specific tickers. I made sure to choose "exchange", select the CBOE, not a 'stock'. Any help to solve this would be appreciated.

[NinjaTrader_DrewO]

Hello,

Thanks for posting.


This instrument would not be native to the NinjaTrader database. You may follow the steps below to add a custom Instrument to NinjaTrader's Database for use with a 3rd-party data provider/broker:

• Go to the Control Center > Tools > Instruments window
• Click 'add' at the bottom of this window to create a new instrument
• Every Instrument will need a 'Master Instrument' symbol, the correct Instrument Type, its Exchange, and Symbol Mapping for the Data Provider you are using

If you are unsure of the Symbol Mapping for a specific instrument, you will want to reach out to that provider directly or see what symbol it uses on their website/software.

NinjaTrader Help Guide - Adding and Editing Instruments

[Ymcapital]

Those are the steps I said I followed. That's why I specified by saying I did the exact steps Ryan outlined in the message right above the one I posted.I checked the ticker on TDA, it's "VIX1D" and "VIX9D". There's no "/" before the name or contract month that's required. That's why I was hoping to get some help.

[NinjaTrader_DrewO]

Hello,

Thanks for replying. My apologies, I overlooked the reply post above.

The "^" symbol is to designate the instrument as an index within the platform. The platform will request the symbol from the data provider as it's set up in the "Symbol Mapping" section of the instrument's settings.

What Symbol mapping is entered for this custom instrument? Ultimately, we cannot support custom instruments fully but we'll be happy to do what we can do help get this instrument working.