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Charting VX futures with InterActive Brokers

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  • NinjaTrader_Jason
    replied
    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.
    Attached Files

    Leave a comment:


  • whotookmynickname
    replied
    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

    Leave a comment:


  • ScottyA
    replied
    I was wrong

    Originally posted by ScottyA View Post
    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 At the time I checked with IB a while back, VX futs were not available through the API, but even that info is out of date.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.

    Leave a comment:


  • Nick88
    replied
    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.

    Leave a comment:


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

    Leave a comment:


  • NinjaTrader_Jason
    replied
    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.

    Leave a comment:


  • Nick88
    replied
    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.

    Leave a comment:


  • NinjaTrader_Jason
    replied
    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.
    Attached Files

    Leave a comment:


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

    Leave a comment:


  • Nick88
    replied
    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.
    Last edited by Nick88; 07-11-2017, 03:47 AM.

    Leave a comment:


  • NinjaTrader_Jason
    replied
    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.

    Leave a comment:


  • Nick88
    started a topic Charting VX futures with InterActive Brokers

    Charting VX futures with InterActive Brokers

    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!

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