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Add VX and VM data to NT


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  #1 (permalink)
 calhawk01 
baltimore marylnd
 
Experience: Beginner
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Hi I want to trade the VX (volatility index) and VM (mini volatility index [like the emini]). How can I get the data for these on NT? I tried adding the symbols but the symbols seem to be not supported by NT database. My data feed is rithmic. VX seems to be already added to stock ninjatrader stock symbols but it's still not supported by the feed. VM .. i added it but could not retrieve any data. Thx!


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  #3 (permalink)
 
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 Fat Tails 
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calhawk01 View Post
Hi I want to trade the VX (volatility index) and VM (mini volatility index [like the emini]). How can I get the data for these on NT? I tried adding the symbols but the symbols seem to be not supported by NT database. My data feed is rithmic. VX seems to be already added to stock ninjatrader stock symbols but it's still not supported by the feed. VM .. i added it but could not retrieve any data. Thx!

As far as I know, neither Zenfire nor Rithmic provide index data. I have no idea whether they support VIX futures.

If Rithmic does not provide data for the VIX, you need to connect NinjaTrader to a different data feed.

Kinetick and Interactive Brokers both support the VIX index and VIX futures.


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  #4 (permalink)
 calhawk01 
baltimore marylnd
 
Experience: Beginner
Platform: ninja
Trading: es
Posts: 91 since May 2013
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Fat Tails View Post
As far as I know, neither Zenfire nor Rithmic provide index data. I have no idea whether they support VIX futures.

If Rithmic does not provide data for the VIX, you need to connect NinjaTrader to a different data feed.

Kinetick and Interactive Brokers both support the VIX index and VIX futures.

Just curious, do you trade them? Hows the volume and slippage on them>


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  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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Experience: Advanced
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Trading: Futures & Stocks
Posts: 9,887 since Mar 2010
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calhawk01 View Post
Just curious, do you trade them? Hows the volume and slippage on them>

I do not trade them. I look at the VIX as I look at the NYSE Tick.


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Last Updated on May 21, 2013


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