VIX Daily close needed for my strategy

[dkbyond]

Hi,

I'm on 8.0.19.0 64-bit with ninjatrader continuum for my feed. My live strategy needs VIX daily closing, I tried adding VIX but the chart doesn't load. How do I get the VIX daily closing. Thanks.

[NinjaTrader_SergeyS]

Hello dkbyond,

Thank you for posting.

I see that you're using an older version of NinjaTrader 8. To update NinjaTrader, please follow the steps below:

• First, copy your license key from NinjaTrader under Help> License Key then exit NinjaTrader
• Click on the link: http://ninjatrader.com/PlatformDirect
• Enter your license key and press Submit
• Select 'NinjaTrader 8'
• Select 'Download'
• Critical: Before running the installer, ensure NinjaTrader is closed.

Once updated, you need to be enabled for Indices data to see ^VIX Index. I would suggest emailing [email protected] to confirm if you are enabled for data.

Please let me know if you require any additional assistance.

[dkbyond]

Updated it to 8.0.19.1 64-bit but still no ^VIX data, so have emailed [email protected].

[dkbyond]

Hi All,

If anyone looking for ^VIX data, then please be warned ninjatrder doesn't offer it. They instead would direct you to subscribe to kinetic data feed, which is $65 base fee + fees for the data feed you choose per month. So if you want just the ^VIX data, it will be $72/month.

I got a ninjatrader lifetime license after seeing the ^VIX in the instrument list, only to discover later it is there for no reason and it doesn't load up. If you try and reach them for help, they will first ask you to contact brokerage or platform support at ninjatrader, at the end of it, there is only one option that you have to pay additional monthly fees.

If anyone considering ninjatrader lifetime license, be warned that their feed doesn't provide the ^VIX data. It's beyond common sense, considering how important the ^VIX data is for traders.

[NinjaTrader_PatrickG]

I've merged your posts together into one topic for continuity of the same subject.

I apologize for any confusion. NinjaTrader Continuum is a CQG-based feed. CQG doesn't provide the ^VIX index to NinjaTrader. Here is a list of the supported indices through CQG-based connections:

https://ninjatrader.com/CQGSupportedIndexes

The instrument itself appears in the instrument list because it is, in general, possible to receive data for ^VIX assuming that you have a connection that supports the instrument.

[dkbyond]

Hi Patrick,

Continuing on our discussion. My understanding is, as I have a live funded account with Ameritrade, I can connect to Ameritrade data feed for the ^VIX data and Continuum for the futures data feed. For that I'll need multi broker license key. I have emailed the concerned department for the same. Thanks.

[dkbyond]

Hi,

I have got the details on how to get the multi broker key and the cost related to it. Now having burnt my fingers once, want to make sure if it will work for me.

My understanding from the documentation in this link (https://ninjatrader.com/support/help...onnections.htm) is explained below, please confirm if I got it right.

My live strategy let's say is buy if /ES ema crossover and ^VIX ema crossover, considering I get the /ES data from continuum and the ^VIX data from Ameritrade, I should be good for live trading based on my startegy, right? The data feed for both would be simultaneously live?

Thanks.

[NinjaTrader_PatrickG]

Yes, you can configure your connections to have index data come from TD Ameritrade and futures data come from Continuum.That configuration specifically is covered here:

https://ninjatrader.com/support/helpGuides/nt8/index.html?multiple_connections.htm#SettingPreferredDataConnections

Before purchasing the multibroker key, I'd recommend plugging in the simulation key and ensuring you can get the data working as you expect it to:

@SIM-A82F-D583-40B1-AE74-B79F-705D-1952

[dkbyond]

Hi Patrick,

Like the connection guide in this link, i don't see the td ameritrade option on the left under connection--->configure.

https://ninjatrader.com/ConnectionGuides/TDAmeritrade-Connection-Guide

[NinjaTrader_PatrickG]

If you're still using your live original single broker license key, I suspect your key is not enabled for use with TD Ameritrade. You need to substitute the simulation key I provided or obtain a multi broker key.

[dkbyond]

my bad. its working with the demo license.

[dkbyond]

Attached is the screen shot of the ^VIX chart i was able to load, tried all settings but the history is not being loaded on the chart. Am i missing something?

[NinjaTrader_PatrickG]

I do not experience this when I use a TD Ameritrade connection to pull up ^VIX data:

• https://www.screencast.com/t/ThtenlsmS

Earlier you had mentioned multiple connections and we had discussed configuring multiple connection data preferences. Can you provide a screenshot of your real-time and historical preferred connections within Tools > Options > Market Data?

Are you connected to only TD Ameritrade? If not, please disconnect from all data feeds then reconnect to TD Ameritrade only

What is the 'days to load' of the chart? To check, right-click on the chart and select 'Data series'.

[dkbyond]

I got it to load by setting vix symbol as $vix.x in the instrument settings, so its loading on the charts now, the historical too. But my strategies with vix are not picking up the data. will play around a little bit and update you. thanks.