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VIX future with Interactive Brokers

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    VIX future with Interactive Brokers

    I have access to the VIX future chains with IB. The current month symbol is VXF9.
    I created a new instrument and set it up, selecting the proper exchange (CFE) and in the symbol map, at IB, I wrote VXF9.
    You can see the picture attached.
    NT says it's invalid. I can see already all other futures preselected.

    Thank you
    Attached Files

    #2
    Hello stefy,

    Could you please use VIX as symbol mapping instead of VXF9.

    Let me know if you receive data.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Again "Error. No security definition has been found (200)".

      Comment


        #4
        Please add the VIX 01-09 to your instrument list instead of VIX 03-09 and check again.

        I was able to receive data on my end using VIX 01-09.
        Attached Files
        JasonNinjaTrader Customer Service

        Comment


          #5
          What do you mean exactly?
          I changed the expiry to 01-09 in the Instrument manager, but it doesn't work anyway. If I try to open a chart and write VIX 01-09 it doesn't work either. Where do I have to make changes?
          My symbol map for IB is always VXF9.

          Thank you

          Comment


            #6
            Please see the screenshots that display the settings I used, which allowed me to receive data in NinjaTrader.

            However, I am not sure if the point value is setup correctly. I suggest to check this with the exchange.
            Attached Files
            JasonNinjaTrader Customer Service

            Comment

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