Volatility Indices Intraday data in NT8 charts: VIX, VXN (Nasdaq), RVX (Russell)…

[futurenow]

Hello

I need access to Volatility Indices Intraday data like for example the VIX (S&P 500), VXN (Nasdaq), RVX (Russell), and more, but these 3 to start, to be able to plot charts in NinjaTrader 8 and also to work with this data in indicators.

I’m using Rithmic realtime datafeed and I tried going to their website to confirm the full list of symbols they provide but I couldn’t find that basic information.

As a test in a NT8 chart, I’m trying with the symbol tickers ^VIX and the ^VOLQ (Nasdaq?) but I see the only way the charts load data is when Daily time-frame is selected, or a higher one, so this could be because it is End-Of-Day data, i.e. for now I haven’t seen way to load the data in intraday time-frames like 60min or even lower, and these kind of time-frames are what I mainly need.

When I go to the chart search-box I see the VOLQ is Nasdaq 100 Volatility Index, but at this moment its quote is in 18.82 where in the CBOE site the VXN is in 21.44, so I don’t understand that big difference, but what I need is the VXN data. I also tried with the ticker VLQ and what it shows are dots instead of a standard candlestick chart, and for example VLQ doesn’t show data for March and April moth, please check the attached picture.

About the Russell I couldn’t find anything about Volatility in the chart search-box.

Thank you

[NinjaTrader_Melissa]

Hello,

Thanks for the post.

Please note that it is expected you will not receive live index data with a Rithmic-based connection; unfortunately this instrument type is not supported on Rithmic for NinjaTrader connections.

You can read more about the supported providers in the platform, including the kinds of data they support, at the link below:

• https://ninjatrader.com/support/help...y_provider.htm

As for the RVX, this instrument is not included in the NinjaTrader database by default, but you may be able to load it with a supported provider.

For example, I was able to load the RVX index while connected to Kinetick by creating a custom instrument:

• https://www.screencast.com/t/pBqqZLIiHql

NinjaTrader comes preloaded with the most commonly traded instruments. Should you wish to add an instrument to your database that is not located in the preloaded lists, please follow these steps:

• Navigate to the Control Center > Tools > Instruments window.
• Left-click on the ‘add’ button that appears near the lower right-hand corner of the Instruments window.
• Enter instrument-specific symbol mapping, exchanges, and other information on the Instrument editor that appears. This information will largely depend on your broker or data feed provider’s specific settings regarding the instrument in question.
  • For Kinetick, the settings that worked were below:
    • https://www.screencast.com/t/YvzSnsGV9B
    • https://www.screencast.com/t/2BY8WqmiL
• Left-click the OK button once each field has been filled out with correct information.

Please let us know if you have any further questions.

[futurenow]

Hello

Thank you for your answer

Please note that it is expected you will not receive live index data with a Rithmic-based connection; unfortunately this instrument type is not supported on Rithmic for NinjaTrader connections.

You can read more about the supported providers in the platform, including the kinds of data they support, at the link below:[LIST][*]https://ninjatrader.com/support/help...y_provider.htm

Reading the information and details about the data providers in the table in the link you sent, I see there are 2 data providers that allow this kind of symbols, that are Interactive Brokers and TD Ameritrade, but as you can see in the attached picture below I can’t see them available to choose in the Connections settings, i.e. specifically these 2 providers that could solve the situation, because actually I have 2 data providers and it doesn’t make sense to pay for a 3rd data provider like Kinetick to only have access to Volatility Indices.

Is there solution for this to add one of these 2 providers (IB or TDA)? I need the data only for charting, not for orders.

Thank you

[NinjaTrader_Melissa]

Hello,

Thanks for the reply.

The missing TD Ameritrade connection means that your license key is not enabled for this connection type.

If you reach out to PlatformSales[at]NinjaTrader[dot]com, our Platform Sales team can assist you with a license key that will work for TD Ameritrade.

Please let us know if you have any further questions.