CBOE Gold Volatily index (GVZ) instrument not found

[7robert]

Hi, I am developing a strategy and I need the GVZ instrument (CBOE COMEX GOLD VOLATILITY INDEX), which is not listed.

Is there any way to list it in the instruments? Thanks !

[NinjaTrader_ChrisL]

Hello 7robert, thanks for your post.

It looks like GVZ is not an instrument that is kept up by the NinjaTrader database, so you will need to add it yourself along with the proper mapping for your data feed. See here for details on editing instruments.

Please let me know if I can assist any further.

[7robert]

You have that instrument in your database I think the name is GVZ.XO

[NinjaTrader_ChrisL]

Hi 7robert, thanks for your reply.

I am not seeing that when I do a search in my instrument list. Are you sure this was not added to your database in the past? This is the only way I could see that instrument existing on your installation.

[7robert]

I already added the instrument.

[7robert]

But I am not sure what action to take to obtain this instrument in my list of instruments.

[NinjaTrader_ChrisL]

Hello 7robert,

Expiry dates must be added for custom instruments, In the instrument editing window, scroll down and select the Contract Months list. From that window expiry dates can be added for the instrument. After you add the proper expiries then you should be able to pull this data from your data provider.

Kind regards.

[7robert]

I can't select the contract months because the platform catalog the instrument as stock, and it is a future.

[NinjaTrader_ChrisL]

Hi 7robert,

There is an instrument type selector towards the top, change that from Stock to Future and the list will show up.

[7robert]

Yes, but I can't select it.

[NinjaTrader_ChrisL]

Hi 7robert, sorry I did not see your screen shot.

If you remove and add the instrument again you should be able to set that as a future instrument and not a stock. I'm not sure why its greyed out.

[7robert]

Ok. I made a mistake, GVZ it is not a future but an index. Then I wouldn't know how to set it up. Any suggestion?

[NinjaTrader_ChrisL]

Hi 7robert, thanks for your reply.

The instrument editor also has an "Index" type. Set the instrument type to Index then set up the symbol mapping for your data provider.

[7robert]

Ok, I already did this (see the picture). But I still can't access the instrument data.

[NinjaTrader_ChrisL]

Hi 7robert,

Ill test on my Kinetick account and let you know what I find.