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VSTOXX Future missing on ninja

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    VSTOXX Future missing on ninja

    Hi, i'm not able to plot the VSTOXX50 future (eurex), CQG ticker is FVS

    Am i doing something wrond when i try to add this contract?




    #2
    Hello RedBullish,
    Can you please provide me with a screenshot of the rollover date settings?

    Comment


      #3
      Hi Ryan thanks for your reply.

      Eurex says:

      Last Trading Day is the Final Settlement Day. Final Settlement Day is 30 calendar days prior to the expiration day of the underlying options (i.e. 30 days prior to the third Friday of the expiration month of the underlying options, if this is an ex change day). This is usually the Wednesday prior to the second last Friday of the respective maturity month.

      So it should be Wed 18 for OCT (but i'm not sure), this is the error i get:



      Comment


        #4
        Hello RedBullish,
        The error you have received is due to the NinjaTrader historical data servers not having any recorded historical data for this instrument. CQG based connections will connect directly to NinjaTrader's historical data servers. Can you please clarify if you are receiving real time data for this instrument?

        Comment


          #5
          Ok great thanks for the clarification.

          Yes, i've now noticed that real time ticks are coming, so the only problem now is loading historical data. There's any way to do it?


          If it's not possible with CQG, maybe there's some chance i can load hist data with Rithmic?

          Comment


            #6
            Hello RedBullish,
            You will need to acquire another data feed with a separate historical data server to continually get historical data. Rithimic based connections within NinjaTrader will also connect to the NinjaTrader historical data servers.

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