VIX Future and Mini VIX (VX/VM)

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Updated January 26, 2013

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vicken with 2 posts (0 thanks)
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VIX Future and Mini VIX (VX/VM)

July 4th, 2011, 02:09 PM	#1 (permalink)
vicken france Elite Member Experience: Intermediate Platform: ninja trader Broker: IB Trading: index/stock options Posts: 2 since Aug 2009 Thanks Given: 1 Thanks Received: 0	Hello, I need for backtesting the data of the Vix future ( VX) , ( Not the index) and the Mini Vix future (VM) . Free or a website to buy. I have checked the CBOE website but their historical data look buggish, there are a lot of zero inside . Thanks

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July 4th, 2011, 02:32 PM

#3 (permalink)

Fat Tails

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vicken

Hello,

I need for backtesting the data of the Vix future ( VX) , ( Not the index) and the Mini Vix future (VM) . Free or a website to buy.
I have checked the CBOE website but their historical data look buggish, there are a lot of zero inside .

Thanks

Why don't you simply connect NinjaTrader to TWS (Interactive Brokers), download the data and then display it ?

Chart for VIX 07-11 attached below.

Edit: Was not capable so far to display the Vix futures in MergeBackadjusted mode. NinjaTrader cut off the 2 weeks of data, probably confused the front months,,,,,

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July 5th, 2011, 11:24 AM	#4 (permalink)
vicken france Elite Member Experience: Intermediate Platform: ninja trader Broker: IB Trading: index/stock options Posts: 2 since Aug 2009 Thanks Given: 1 Thanks Received: 0	The problem is that i need all historical data for the future and IB doesn't provide historical data for a long time.

July 5th, 2011, 11:29 AM

#5 (permalink)

Fat Tails

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vicken

The problem is that i need all historical data for the future and IB doesn't provide historical data for a long time.

Then you should check the data feeds such as DTN/IQ or eSignal. They should have it.

Do you require daily or intraday data?

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January 26th, 2013, 11:18 AM

#6 (permalink)

Bosch777

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vicken

The problem is that i need all historical data for the future and IB doesn't provide historical data for a long time.

Fat Tails is right. IQ carry the vx futures and I think its a mighty instrument to trade.

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Last Updated on January 26, 2013

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