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VIX Future and Mini VIX (VX/VM)


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VIX Future and Mini VIX (VX/VM)

  #1 (permalink)
 vicken 
france
 
Experience: Intermediate
Platform: ninja trader
Broker: IB
Trading: index/stock options
Posts: 2 since Aug 2009
Thanks Given: 1
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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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  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
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Platform: NinjaTrader, MultiCharts
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vicken View Post
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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  #4 (permalink)
 vicken 
france
 
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.

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  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


vicken View Post
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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  #6 (permalink)
 Bosch777 
Ireland
 
Experience: Intermediate
Platform: Ninja Trader
Trading: CL GC FDAX
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vicken View Post
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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