Vix future symbol mapping

[haas88]

Hi,
If request data for the Vix futures with IB i can get data for the VX 04-24, VX 05-24,VX 07-24 futures, but for VX 06-24 I get an error message : 'IB was unable to locate instrument. Please verify your symbol mapping is correct for instrument VX 06-24 Cboe'. How can i solve this?
regards,
Stefan

[NinjaTrader_BrandonH]

Hello Stefan,

Thanks for your post.

What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 7.0.1000.? or 8.0.?.?)

What version of TWS or IB Gateway do you currently have installed? (This is located in TWS at Help > About Trader Workstation)

Please go to the Tools > Instruments window, search for the VX instrument in the search bar, and double-click on the VX instrument.

What is the 'Interactive Brokers' Symbol Map set to for this instrument in this Instrument window?

If you select the 'Contract months' setting, do you see a contract month of 06-24 listed?

Instruments Help Guide: https://ninjatrader.com/support/help...nstruments.htm

We look forward to assisting further.

[haas88]

Hi Brandon,
My version of ninjatrader is 8.0.28.0 64-bit. TWS is Build 10.19.2d.
The symbol map I use is: 'VX|||CFE' and i do see the contract listed in the contract months.

Regards,
Stefan

[haas88]

update on that, i switched to Build 10.25.1h of TWS. Still the same problem.

[NinjaTrader_ChelseaB]

Hello haas88,

The VX 06-24 does not rollover (start active trading) until May 20th, 2024.

It may be that Interactive Brokers does not have this contract streaming data yet.
May I confirm you are able to open a chart to VX 06-24 in TWS?
Does this show different prices than the currently trading VX 04-24?


The current version of TWS supported with NinjaTrader 8.1.2.1 is 10.23.2a which can be downloaded from the connection guide.
Please use this version with the latest release of NinjaTrader.

https://support.ninjatrader.com/s/article/Connecting-to-Your-Interactive-Brokers-Account

Currently NinjaTrader has released 8.1.2.1.
Updates to NinjaTrader will contain the latest security updates and bug fixes, as well as occasional new features and instruments.

To update NinjaTrader

• Shutdown all programs including NinjaTrader *important
• Download NinjaTrader from the link below
  Click here to download NinjaTrader
• Double click the downloaded file to execute it
• Follow the on screen instructions
• Restart NinjaTrader

[haas88]

Hi Chelsea,
I have the 04,05,07 and 08 futures for 2024. Only the 06 (june) has this problem. In tws i get the correct data.

regards,
stefan

[NinjaTrader_ChelseaB]

Hello stefan,

Are you also using the Do not merge, merge policy to pull historical data for the correct instrument?

https://ninjatrader.com/support/forum/forum/historical-beta-archive/version-8-beta/89719-new-user-chart?p=751356#post751356

May I see a screenshot of the chart from TWS?

[haas88]

Hi Chelsea,
I did the updates to the versions you named ans still have the same problem. I use the Do Not Merge, because i want the separate futures.
I'm trying to upload but it doesnt work. In tws I have graphs for all separate futures, in NT I have graphs for 04, 05 and 07, but not 06.
Regards,
Stefan

[haas88]

The graphs:

[haas88]

And the NT:

[NinjaTrader_BrandonH]

Hello haas88,

Thanks for your notes.

We are able to reproduce the behavior you have shared and we have reported this behavior to our Development team so they may look into the matter further.

The ID for this reported behavior is NT-15653.

Once the Development team has finished investigating this behavior, I will update this forum thread with their findings.

Thanks for your patience; We look forward to assisting further.

[haas88]

Hi Brandon,
When can i expect a solution for this problem?
Regards,
Stefan

[NinjaTrader_ChelseaB]

Hello Stefan,

Thanks for checking in. I can see our development is investigating the issue. However, I would not be able to provide insight on when the issue will be discovered or corrected.

We will update this thread with any information we received from our development about the issue.