Charting VX futures with InterActive Brokers

[NinjaTrader_Zachary]

Hello LadGta2018,

Thank you for your response.

1. You are on an older version of NinjaTrader 8. Please upgrade by following the steps below;

• First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: https://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

2. You are using an unsupported version of TWS. Please uninstall the version you are currently using and install the version that is supported for use with NinjaTrader from link below;

https://ninjatrader.com/ninjatrader/TWS/Trader-Workstation-978-2c.exe

3. The primary reason that your VX futures are not working is because your symbol mapping is incorrect. The symbol map for VX futures for the Interactive Brokers connection is VX|||CFE, which is the default symbol mapping when the platform is first installed. The easiest way to reset this is to reset your instruments.

To reset your instruments, please take the steps below.

1. First, disconnect from any data providers by navigating to the Control Center > Connections menu, and left-click on “disconnect” that appears to the right when hovering your mouse over any active connection
2. Next, reset your instruments by navigating to the Control Center > Tools > Database Management
3. In the Database Management window, under the “Update instruments” section, ensure that “General properties”, "Futures expiries" and “Symbol mappings” options are checked and then click Update
4. Lastly, restart NinjaTrader for the changes to occur

Once you've reset your instruments and restored the original symbol mapping, and installed the supported version of TWS, try once again to open a chart for VX futures and let me know if you receive any type of an error message.

I look forward to your reply.

[iberck]

I don't know NT can connect with interactive brokers

[LadGta2018]

this is my setting of VX

[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!

[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]

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_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.

[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

[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.

[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.

[NinjaTrader_Jason]

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

[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.

[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]

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.

[ScottyA]

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