Just subscribed to VXN from IQ Feed; having issues downloading historical data..!

[NinjaTrader_Zachary]

Hello RK,

Thank you for your reply.

If you've obtained market replay data from a third party source for use with this instrument, you will need to work with that third party provider. Since I don't have access to that data, I would have no way of testing it or verifying that it works as intended.

[rasdaka]

Thanks.

Any suggestions on how to get VIX going - that's native to Ninja, right? Is it already flowing - would I get it from Rithmic whom I have the futures data flowing from..?

[NinjaTrader_Zachary]

Hello rasdaka,

Thank you for your reply.

Just like with VXN, this is an index and we do not record that data for Market Replay. Rithmic does not provide index data either, but if you get real-time VIX data from IQFeed or any other source, you can connect to IQFeed and download historical tick data using the Historical Data window for whatever date range you'd like to play back. After downloading the data, you can disconnect from your real-time provider and then connect to the Playback Connection, and use the 'historical' function on the Playback Controller to play back those dates. Just remember that the VIX index will only provide data between 9:30 AM EST to 4 PM EST each day so trying to reply any periods of time outside of that, the chart does not update.