Hello Everyone,

I am trying to retrieve contract details for VIX futures. The following code:

 

Code

Samples.EWrapperImpl ibClient = new Samples.EWrapperImpl(); ibClient.ClientSocket.eConnect("", 7496, 0); Contract contract = new Contract(); contract.Symbol = "VX"; contract.SecType = "FUT"; contract.Exchange = "CFE"; contract.Currency = "USD"; ibClient.ClientSocket.reqContractDetails(1, contract); Thread.Sleep(20000); ibClient.ClientSocket.eDisconnect();

return error: "No security definition has been found for the request"

So I am guessing that I am not specifying Exchange correctly, since the above code works perfectly for
contract.Symbol = "ES" and contract.Exchange = "GLOBEX".

I also tried contract.Exchange = "SMART"

Regards,
BrazilForever

Have you tried this? with Symbol = "VIX"

 

Code

contract.Symbol = "VIX"; contract.SecType = "FUT"; contract.Currency = "USD"; contract.Exchange = "CFE"; contract.LocalSymbol = "VXH5";

Thank you, kojava!

It worked!

hi,
@BrazilForever
@kojava
I was wondering whether you trade VIX futures (calendar) spreads using IB data feed, either on TWS, or NT8 or some other platform compatible with IB, and if so whether you could share on the forum how you do it or just your experience about these spreads. Thanks