2. Where is my mistake in the VIX of the CM E

Discussion in 'Interactive Brokers' started by Amos.davis, Aug 16, 2024.

  1. Where is my mistake in the VIX of the CM E,
    Thanks
     
  2. The contract symbol is VIX, not VX.
     
  3. Changed two types "VX", "VIX", both error "No definition found for this requested security"
     
  4. Overnight

    Overnight

    It is VX or VXX at the CME. But the symbol support comes from your broker and their data feed interface.

    Call them tomorrow.
     
  5. Robert Morse

    Robert Morse Sponsor

    This is an IB forum. Some of "what you are doing wrong" may have to do with IB's API symbology or data source. Based on the responses, I think it is important to clear up that the VIX is an index. The VIX is not a tradeable symbol. The CBOE trades VIX options only. The CFE, owned by the CBOE offers VX futures only. It is possible that the data feed for VX futures comes from the CBOE and not the CFE. I'm not a coder and you never showed the error. From line 333 to 339, I do not see anything obviously wrong.
     
    nbbo, Real Money, SunTrader and 2 others like this.
  6. FSU

    FSU

    I was about to type almost the same thing, word for word.

    Maybe it's just as simple as he doesn't have the data feed from the CFE (which would be different from the CME)
     
  7. Last edited: Aug 17, 2024