VIX Future and Mini VIX (VX/VM)

July 4th, 2011, 02:09 PM

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

July 4th, 2011, 02:32 PM

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,,,,,

July 5th, 2011, 11:24 AM

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

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?

January 26th, 2013, 11:18 AM

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.

VIX Future and Mini VIX (VX/VM)

Discussion in Brokers

VIX Future and Mini VIX (VX/VM)