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                                                   VIX Futures and IB problem

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Jim Harrison
2014-01-16 18:41:07


Need help getting QS to fetch VX futures data from IB. Anyone else having any issues? I have tried virtually all exchange codes, etc...


F January
G February
H March
J April
K May
M June
N July
Q August
U September
V October
X November
Z December

example: VX G4-CFE-FUT-USD

I do have the proper subscriptions that allow me to get the data, and acces with TWS or via API in other programs.

IB details page here: http://www1.interactivebrokers.ch/contract_info/v3.8/index.php?action=Conid%20Info&wlId=IB&conid=128497693&lang=en


No luck with any combinations and or use of local name.

Please advise as to exact symbology for VX futures via IB. Thanks.



QuantShare
2014-01-17 14:00:27

  1

Best Answer
Jim,

The next release will be available in few days. There you will be able to enter any symbol supported by IB + you will have a symbol lookup feature to get any stock, futures, options and them to QuantShare with one click.




Jim Harrison
2014-01-17 18:25:54

  0

Thank you as always.


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.