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Adding multiple VIX Futures contracts with different expirations

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    Adding multiple VIX Futures contracts with different expirations

    Dear traders, I am looking to add a number of VIX futures contracts but can only seem to find the most current VIX contract, how can i add future dated ones?

    ​​​

    Also, if i wanted to add them to the same strategy to be analyzed together, would i add them in a list like below (replacing the various symbols with the VIX contracts)?

    Last edited by morleyc; 04-02-2024, 01:55 PM.

    #2
    Hello morleyc,

    Thank you for your inquiry and for using NinjaTrader!

    With any futures contract, you should be able to simply type the contract month. For example, if I wanted to trade ES 09-24, I would simply type that into the instrument field. However, you would want to be conscious of the 'Merge Policy' when doing so. If you'd like to simultaneously trade 2 contracts of the same instrument, I'd advise going to Tools > Options > Market Data and changing this option to 'Do Not Merge' so that the historical data of the contracts is not merged under the same symbol.

    Please let us know if we may assist you any further.

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