Unknown instrument

[bagzi]

Hey guys,

i wonder how do i find out how to set up a chart with an instrument i am not really sure how it is spelled from Interactive brokers?
It is about VIX future instrument traded on the CFE. In IB i just hit vix and choose futures, but curious how would i get it on an NT chart, any tips?

Thanks

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Please use the steps I have provided below to add VIX Futures within NinjaTrader:

• Tools
• Instrument Manager
• New
• Input information as referenced in the attached screen shots for both the Definitions and Misc tab
• Click Ok

Please let me know if I may be of further assistance.

[bagzi]

Thanks, i got the contracts working!

Now just another Q, is there an option to chart a spread on NT chart? like long one and short another month contract?

[NinjaTrader_ChristopherJ]

Are you referring to adding seperate trading months to the same chart window in seperate panels? If so yes however to view that specific contract without them merging please use the following steps to change the merge policy:

• Tools
• Instrument Manager
• Select the instrument
• Edit
• Definitions tab
• Merge Policy-->Set to DoNotMerge
• Click Ok

Next within your chart for example of VIX 06-12 5 Minute chart to add another month left click within the chart then type + VIX 07-12 5M and hit Enter.

[bagzi]

No, im refering to get only the difference in the chart, like the time spread. like long jun short july. I guess that would be merged? is this possible?

[NinjaTrader_ChristopherJ]

This can be done using the Spread indicator that is available within the NinjaScript File Sharing section of the forum in Version 7 Indicators.

[bagzi]

Can i ask for a link please? Dont know where that is. Thanks alot, its very nice if that can be done

[NinjaTrader_ChristopherJ]

I have included a link below to Page 7 of this section which includes a few different versions that are available toward the bottom of the page.

http://www.ninjatrader.com/support/forum/local_links.php?catid=4&sort=N&pp=15&page=7

[bagzi]

Thanks a lot! This is just awesome!!

[bagzi]

Hm, i did manage to get nice charts, but then i tried to reload the data and it is all messed up. Some old data from IB remained on the chart but there are also some gaps etc. Can u tip me on how to reload the chart with IB data?

[NinjaTrader_ChristopherJ]

To reload data from IB please right mouse click within your chart and select "Reload all historical data".

Please let me know if the issue persists after this procedure.

[bagzi]

I get some kind of error saying NT data servers does not support this instrument, no data available. But i was getting this just minutes ago??

[bagzi]

Ok, now i deleted the files and it seems that NT have corrected the download. Sometimes i get the message that IB reached limit download of historical data,,, and it will take some time before another attempt. This then messes up with all the data on the chart. Can u tell me what is this about, and how much data actually can i download from the IB in order not to get this message?

[NinjaTrader_ChristopherJ]

Interactive Brokers imposes a limit in the amount of data you can request at a time. When this limit is breached, you receive that error message. Unfortunately I am not familiar with when this is triggered as far as a limit.

For more information about this, you will need to follow up with Interactive Brokers.

The only other ways around this would be to request less data or request data less often or connect to another provider that does not have this limitation.

If you are looking for an additional data provider for historical data I recommend using Kinetick: (Our Preferred Data Feed Service Built Specifically for NinjaTrader 7) which provides historical Tick, Minute and Daily data for Equities, Futures and Forex.

www.kinetick.com

[bagzi]

Does it provide VIX futures data also? What format and how far back?