Support Board
Date/Time: Fri, 27 Dec 2024 18:27:30 +0000
VIX future symbol missing for IB with SC Real-time feed
View Count: 2877
| [2016-03-01 19:35:27] |
| dominikos - Posts: 106 |
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I have subscription for SC real-time feed with CFE futures (which include VIX), however, VIX futures do not show up on the list of future symbols that are available with IB. I can see VIX futures in TWS and verified that I have subscription for CFE. Also VIX shows on the list of IB symbols. However, I don't have it show in Chart Settings->Symbols. How do I get VIX to show up in the list of available futures symbols for the chart? |
| [2016-03-02 02:41:02] |
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The volatility index futures are listed in File >> Find Symbol >> Futures. The Interactive Brokers symbol is: VIX-########-CFE-USD-1000 This symbol can only be used for trading and does not have mapping to the corresponding Sierra Chart Exchange Data Feed symbol because it has a week specification that Sierra Chart cannot support at this time. So you need to use this symbol which is also listed now: VIX?## To be sure you can see the symbols, update the Symbol Settings as explained here: http://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-03-02 11:37:33] |
| dominikos - Posts: 106 |
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Thanks, it does show up now after refreshing symbols in futures indices as VIX?## Two follow up questions: - any plans for supporting VIX futures properly in Sierra Chart? - why contract rollover does not work when I choose VIX?## ? I seem to be unable to get continuous contracts |
| [2016-03-02 15:18:14] |
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1. We are checking on this. 2. We will work on the rollover rules today for this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-03-03 03:43:30] |
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1. We should be able to set up mapping for the monthly contracts only. Not the weekly contracts. We just need more time to look this over. 2. The rollover rule for this is complicated. We have set up a temporary rule right now. Update the Symbol Settings: http://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps Next week we will have the proper rule defined. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-03-03 03:43:50
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| [2016-03-03 03:57:08] |
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1. We think we have the mapping working to the Interactive Brokers symbols. This will be out in the next release coming out tomorrow.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-03-03 13:09:04] |
| dominikos - Posts: 106 |
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Thank you very much for looking into this! I agree that having monthly rollover rules makes more sense. Looking at CFE volume data, weeklies hardly get any volume, https://cfe.cboe.com/data/cfemktstat.aspx. |
| [2016-03-03 18:15:02] |
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We should have a new release out before morning.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-03-10 12:17:50] |
| dominikos - Posts: 106 |
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I just want to check whether VIX trading for IB should work in the newer versions. I haven't seen anything in the release notes.
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| [2016-03-10 18:44:24] |
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Yes this has been supported for a while now. We confirmed the mapping now works correctly. Use this interactive brokers symbol format: VIX-201604##-CFE-USD-1000 Where the ## need to be replaced with a particular day of month which should correspond to the monthly contract. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-03-10 18:44:42
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| [2016-03-11 01:37:42] |
| dominikos - Posts: 106 |
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I tried to use it however the continuous contract does not seem to pull any data. I did perform 'Delete all data and download'. I compared VIXJ16 contract to its IB equivalent. For IB symbol, I only get current contract. I have subscription to CFE real-time Sierra Chart feed. |
| [2016-03-11 02:44:42] |
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This is true. Continuous Futures Contracts are not going to work with the Interactive Brokers symbol. This is getting too far beyond what we can support. We are convinced after an objective analysis and more than a decade of experience that Interactive Brokers symbology is ridiculously and needlessly complicated. You need to use the VIX symbol instead. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-03-11 02:45:12
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| [2016-03-11 23:05:56] |
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We made a mistake with what we said in post #12. The reason the Continuous Futures Contract did not work for the IB symbol is because we did not have the rollover rule set up for the symbol. This is all. We are working on this now. We originally thought it was because we cannot generate the weekly contracts but that is not relevant for the monthly rollovers. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-03-16 02:36:42
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| [2016-03-11 23:28:30] |
| dominikos - Posts: 106 |
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Thank you, appreciate you looking at this! It makes it for easier trading.
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| [2016-03-12 01:03:41] |
| i960 - Posts: 360 |
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I see quite a bit of comments about using VIX?## as the symbol. That isn't the right symbol for the futures that I've ever used with SC, the correct one is actually "VI?##". Reference: http://www.barchart.com/futures/exchanges.php?exch=cfe Date Time Of Last Edit: 2016-03-12 01:04:13
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| [2016-03-16 02:31:19] |
| dominikos - Posts: 106 |
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I hope you don't mind follow up. Any updates on when this will be available? Thanks, - Dominik |
| [2016-03-16 02:49:23] |
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This was actually done the day we mentioned it. The rollover rules are now defined and correct. Just update the Symbol Settings to make sure you have them: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettings Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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