VDAX - datafeed

[SuperDriveGuy]

Hi,
I have tried searching this in the forums here and did not get any hits, hence the new thread.


Any idea where I can get data for VDAX? Its basically the VIX for the DAX. I already have the Eurex data feed from my broker but can't find VDAX anywhere, maybe I am looking for the wrong symbol? any help appreciated.


Thanks,


SDG

[NinjaTrader_ChelseaB]

Hello SDG,

I am not familiar with the VDAX or VIX-DAX..

Who are you connecting to for data?

Have you contacted your broker or data feed to ask the symbol for this instrument?

[SuperDriveGuy]

Hi Chelsea,
My broker is also based in the USA and they don't have a clue, atleast the person, I spoke to.


I am providing further details in the hope that someone on the forum has some information.


Bloomberg-Code: V1X
RIC: V1Xi

WKN: A0DMX9
Symbol: V1X


Thanks

[gurko]

Hi SDG,

German guy here. Your WKN of A0DMX9 is for the VDAX-NEW which has superseded the earlier VDAX, so it's two different things. VDAX-NEW is calculated by Deutsche Börse, please see here (delayed data): http://en.boerse-frankfurt.de/index/vdax_new

It's hard to get a feed for VDAX-NEW at all, I am not aware of anything available for NT. Would love to hear good news on this one myself.

Kind regards,
Gurk.

[SuperDriveGuy]

Hi SDG,

German guy here. Your WKN of A0DMX9 is for the VDAX-NEW which has superseded the earlier VDAX, so it's two different things. VDAX-NEW is calculated by Deutsche Börse, please see here (delayed data): http://en.boerse-frankfurt.de/index/vdax_new

It's hard to get a feed for VDAX-NEW at all, I am not aware of anything available for NT. Would love to hear good news on this one myself.

Kind regards,
Gurk.

Hi Gurk,
Thanks for your helpful post.



So far I have found out that V1X(VDAX-NEW) is available via Interactive Brokers. I have NT8 with CQG datafeed from my broker(AMP) for Eurex. Don't know whether I can get it on there, guess not as Eurex not same as Deutsche Borse. Maybe there is an alternative feed from XETRA for the DAX component stocks, that's where it comes from?


Their flyer mentions..
======
The real-time market data of VDAX-NEW® is
disseminated in the Information Product “Volatility
Indices” via the data feed CEF®. They are available
through information providers.
======


Thanks,


SDG

[gurko]

Hi SDG,

thank you - so Interactive Brokers supplies the VDAX-NEW!? That's good news, I'll end up as an IB customer some day anyway.

No, Eurex doesn't disseminate this index. And the CEF datafeed is nothing a mere mortal can afford. Some data providers (e.g. Tradesignal / Teletrader) carry a package called "Deutsche Börse indices" or similar, and you'd expect the VDAX-NEW to be included (it's an index, and it's from Deutsche Börse), but no. Never found it anywhere except on guidants.com (and I don't like this platform). eSignal didn't have it either last time I asked (approx two years ago).

Thanks for the hint on IB!

Kind regards,
Gurk.

[NinjaTrader_ChelseaB]

Hello SDG,

May I have a screenshot of the instrument contract info > description in TraderWorkstation?

Below is a link to a video I've recorded that demonstrates using the description in TWS to map an instrument in NinjaTrader.

https://www.screencast.com/t/jADTNICiK1

[SuperDriveGuy]

Hello SDG,

May I have a screenshot of the instrument contract info > description in TraderWorkstation?

Below is a link to a video I've recorded that demonstrates using the description in TWS to map an instrument in NinjaTrader.
https://www.screencast.com/t/jADTNICiK1

Hi Chelsea,
I don't have access to TWS, I only use NT8.

This instrument V1X is apparently available in IB, I have asked the gentleman for screenshot of his instrument settings for it. I will post it here, once he uploads it.

https://futures.io/emini-index-futures-trading/38892-vdax-new-reading.html#post679338

Regards

[SuperDriveGuy]

Hello SDG,

May I have a screenshot of the instrument contract info > description in TraderWorkstation?

Below is a link to a video I've recorded that demonstrates using the description in TWS to map an instrument in NinjaTrader.
https://www.screencast.com/t/jADTNICiK1

attached the SierraCharts settings..

[NinjaTrader_ChelseaB]

Hello SDG,

The settings need to come from the provider that will be supplying the data. The settings may (and likely will) be different for each provider type.

If you do not have an Interactive Brokers account, who are you connecting to in NinjaTrader that provides data for this instrument?

[SuperDriveGuy]

Hello SDG,

The settings need to come from the provider that will be supplying the data. The settings may (and likely will) be different for each provider type.

If you do not have an Interactive Brokers account, who are you connecting to in NinjaTrader that provides data for this instrument?

Hi Chelsea,
I don't have the data for this instrument, I am trying to get it. If only I knew who supplies it for NinjaTrader.

The current setup is NT8 connected to a CQG datafeed from AMP. I have the Eurex datafeed from them and this instrument is not on it. They have confirmed they do not supply this instrument.
I looked for it on Kinetick's website, couldn't find it there too.

Thanks,


SDG

[carlosavellan]

Hi just made it work on NT7 with IB.

- You need to map it as: V1X|DTB
- Make sure you input "Euro" as the Currency
- And "Default" Exchange

[SuperDriveGuy]

Hi just made it work on NT7 with IB.

- You need to map it as: V1X|DTB
- Make sure you input "Euro" as the Currency
- And "Default" Exchange

Hi Carlos,
Thanks for the update! Glad you got it working.


Please could you post a screenshot of a 5 min chart, maybe for this week.
Thanks

[carlosavellan]

Here you go.