API Exchange code for VIX futures - futures io
futures io futures trading



API Exchange code for VIX futures


Discussion in Platforms and Indicators

Updated by guidoisot
    1. trending_up 2,922 views
    2. thumb_up 3 thanks given
    3. group 4 followers
    1. forum 3 replies
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

API Exchange code for VIX futures

(login for full post details)
  #1 (permalink)
Nashville, TN
 
 
Posts: 10 since Feb 2015
Thanks: 5 given, 2 received

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

Reply With Quote
The following user says Thank You to BrazilForever for this post:

Can you help answer these questions
from other members on futures io?
TOS Custom Implied Volatility Rank Watchlist/Scanner Column
ThinkOrSwim
Tradestation outside the US
TradeStation
Scan by comparing SMAs within 5 mins
ThinkOrSwim
Too many brokers?
Traders Hideout
Calendar Spread on Weekly Options
The Elite Circle
 
 
(login for full post details)
  #2 (permalink)
Orlando, FL
 
Experience: Advanced
Platform: NinjaTrader, ToS, Sierra Chart, MCDT
Broker: Interactive Brokers
Trading: ES, NQ, 6E, 6A, TF, CL
 
kojava's Avatar
 
Posts: 43 since Jan 2011
Thanks: 53 given, 29 received

Have you tried this? with Symbol = "VIX"

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

Reply With Quote
The following 2 users say Thank You to kojava for this post:
 
(login for full post details)
  #3 (permalink)
Nashville, TN
 
 
Posts: 10 since Feb 2015
Thanks: 5 given, 2 received


Thank you, kojava!

It worked!

Reply With Quote
 
(login for full post details)
  #4 (permalink)
Milan, Italy
 
Experience: Beginner
Platform: NinjaTrader, TWS
Trading: ES, Stocks
 
guidoisot's Avatar
 
Posts: 238 since Jan 2012
Thanks: 343 given, 141 received

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

Reply With Quote


futures io Trading Community Platforms and Indicators > API Exchange code for VIX futures


November 27, 2018


Upcoming Webinars and Events
 

Relative Rotation Graphs w/Julius de Kempenaer

Elite only
 

Every journal equals ten meals for the hungry

Now
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts