Charting VX futures with InterActive Brokers

[Nick88]

Could someone please post the settings for NT 8 (Instrument Properties, Market Data Options) to chart VX futures with data from Interactive Brokers?

Using 'VIX' in the Symbol Map and 'CFE' as the Exchange didn't work.

Thanks!

[NinjaTrader_Jason]

Hello Nick88,

Can you please go to Control Center-->Tools-->Instruments. Type VX and double click the VX futures that is present by default. Scroll downwards and enter VIX in the Interactive Brokers row and click OK. If you now create a chart for the VX 07-17, do you load the requested data?

Unfortunately our Interactive Brokers connection is not enabled for the VX futures, so I could not test it on my end.

[Nick88]

Hello Jason,

Thanks,but that didn't work. After loading data I get a blank chart. I am using NT for about ten year now, so most trivial stuff is known to me. I regularly add new instruments to NT so I know how to handle that. In this case I think the trouble is still the monthly/weekly VIX futures issue. I had hoped that this issue had been resolved by now.

[ScottyA]

I don't believe IB provides data for VX futures. Only the VIX Index.

[NinjaTrader_Jason]

I was able to load historical minute data with Cfe as exchange and VIX as symbol map. However I did get error messages (see screenshot). Unfortunately realtime data is not enabled for the IB account so I could not test that. I used the VX futures instrument that is present by default. So I only changed the exchange from Cboe to Cfe and added VIX in the Interactive Brokers field. Can you please try the same and subsequently create a new minute based chart. Check if the chart loads data.

[Nick88]

Hello Jason,

Thanks for your support.

I get the "IB was unable to locate instrument.Please verify your symbol mapping is correct for instrument VX 07-17 Cfe" message, the chart stays blank.

I'm on NT 8.0.7.1 64 bit with SIM license.

[NinjaTrader_Jason]

Hello Nick,

When I test it today, it does not work anymore. I get the same errors, but no data is loaded. I am not sure why it did load data yesterday. I was solely connected to IB and I do not recall loading VX data before in that NinjaTrader installation. Today I did a complete uninstall/reinstall before testing again. I will check with my superiors on the status of the VX futures with Interactive Brokers in NinjaTrader 8.

[NinjaTrader_Jason]

Could you please try the symbol map of VX and Cfe as exchange and check if this works for you.

[Nick88]

Hi Jason,

At last! Changing the Symbol Map from VIX to VX did the trick. It works, I get live data and historical data for the VX futures through Interactive Brokers.

Thanks a lot.

[ScottyA]

I was wrong

I don't believe IB provides data for VX futures. Only the VIX Index.

Please disregard my incorrect assertion. At the time I checked with IB a while back, VX futs were not available through the API, but even that info is out of date.

I pulled up VIX Futs through 3rd party software with no issues.

[whotookmynickname]

VX Futures settings - Screenshot

Hi Jason

Could you please post a screenshot of your settings for this contract? I get the future contracts far out (VIX 05-18 or later) to work, but not any other.

I don't get VX 03-18 to work with the settings as you described.

whotookmynickname

[NinjaTrader_Jason]

Hello whotookmynickname,

Are you able to load data using the default settings for the VX futures? It has the Cboe exchange enabled and uses VX|||CFE as symbol map for IB by default.

[LadGta2018]

I tried the setting above, but I couldn't get IB VX 04-21 chart.

In IB, I could load the VX data chart. Please help!

[NinjaTrader_Zachary]

Hello LadGta2018,

Thank you for your inquiry.

So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)
• What version of TWS or IB Gateway do you currently have installed? (This is located in TWS at Help > About Trader Workstation)
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

I look forward to your reply.

[LadGta2018]

Hello LadGta2018,

Thank you for your inquiry.

So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)
• What version of TWS or IB Gateway do you currently have installed? (This is located in TWS at Help > About Trader Workstation)
• (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
• Do you receive an error on screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

I look forward to your reply.

My Ninja Trader version is 8.0.22.2 64-bit .
IB TWS version is Build 981.2z, Apr 13, 2021.

The error message is "Error on requesting bars series: "IB was unable to locate instrument. Please verify your symbol mapping is correct for instrument VX default".

Thanks!