Multiple data feeds and the VIX

[droskill]

Hey there,

I'm trying to setup Yahoo as my default provider of historical data and Interactive Brokers as my provider of real-time data. A few questions on this:

- Is it possible to specify that you use IB only for real-time data?
- I've been trying to setup the datafeeds around just the SPY and the VIX for the moment. On the VIX, I added a mapping for Yahoo on the default VIX index of ^VIX (which is how you pull it up on Yahoo). When I do this and try and download historical data, it gives me an error.
- I've noticed that when I download a large amount of SPY data from Yahoo, I have a large data gap starting about 3 months ago - anyone else getting this?
- Is what I'm trying to do (get historical data from Yahoo and real-time from IB) possible? Or am I just killing myself for nothing?

Thanks in advance!

[NinjaTrader_ChristopherJ]

Hello droskill,

Thank you for your post.

If you would like to use another source for historical data please disconnect and disable Historical Data within your IB connection. To disable Historical Data please go to Tools-->Account Connections-->Select your IB connection-->Change-->Next-->Disable-->Next-->Next-->Finish-->Reconnect.

Unfortunately with Yahoo you will only have access to EOD Daily data for Equities and they do not provide Index data within NinjaTrader at this time.

Can you please tell me the settings used when creating your SPY chart such as Days to load, Session template, ect. so I may attempt to replicate your chart on my end.

You may connect to IB first and Yahoo second to pull historical EOD Daily data from Yahoo and real time data from IB.

I have provided a link below to our Help Guide that goes over Multiple Connections.

http://www.ninjatrader-support.com/HelpGuideV6/MultipleConnections1.html

[droskill]

Hello droskill,

Thank you for your post.

If you would like to use another source for historical data please disconnect and disable Historical Data within your IB connection. To disable Historical Data please go to Tools-->Account Connections-->Select your IB connection-->Change-->Next-->Disable-->Next-->Next-->Finish-->Reconnect.

Unfortunately with Yahoo you will only have access to EOD Daily data for Equities and they do not provide Index data within NinjaTrader at this time.

Can you please tell me the settings used when creating your SPY chart such as Days to load, Session template, ect. so I may attempt to replicate your chart on my end.

You may connect to IB first and Yahoo second to pull historical EOD Daily data from Yahoo and real time data from IB.

I have provided a link below to our Help Guide that goes over Multiple Connections.
http://www.ninjatrader-support.com/H...nections1.html

Days to load: 1000
Two instruments on the same chart - SPY and VIX
Session template: <Use instrument settings>

Let me know what else you need - I'm surprised you can't pull EOD index data from Yahoo - isn't it the same API call?

[NinjaTrader_ChristopherJ]

Unfortunately data for ^VIX is not supported when connected to Yahoo. If you open a new chart of only SPY does the issue persist?

[trader1512]

multiple connections and vix

what is the symbol for the vix on Ninja and is it supported by either zenfire or tdameritrade.

i checked the user guide on setting up multiple connections. the problem is when i pull up connections tdameritrade is not listed as a data feed. am i missing something?

[NinjaTrader_ChristopherJ]

The symbol for $VIX is going to be listed as VIX within the NinjaTrader Instrument Manager.

Yes, TD Ameritrade provides Index data therefore you can access this with that specific connection.

Unfortunately Zen-Fire only provides Futures data at this time.

Please send your license key to Support [AT] NinjaTrader [DOT] com with "ATTN: Chris" in the subject line so I may look into the issue creating the connection.

In the message, please include the following:
1.) A link to this forum thread.
2.) Your license key which can be found under Help-->License key

[mystiq]

Multiple data feeds and the VIX

Hey there,

I'm trying to setup Yahoo as my default provider of historical data and Interactive Brokers as my provider of real-time data. A few questions on this:

- Is it possible to specify that you use IB only for real-time data?
- I've been trying to setup the datafeeds around just the SPY and the VIX for the moment. On the VIX, I added a mapping for Yahoo on the default VIX index of ^VIX (which is how you pull it up on Yahoo). When I do this and try and download historical data, it gives me an error.
- I've noticed that when I download a large amount of SPY data from Yahoo, I have a large data gap starting about 3 months ago - anyone else getting this?
- Is what I'm trying to do (get historical data from Yahoo and real-time from IB) possible? Or am I just killing myself for nothing?

Thanks in advance!

yes you are...yahoo now have real time data for a fee...