2. Where is my mistake in the VIX of the CM E
- Thread starter Amos.davis
- Start date
The contract symbol is VIX, not VX.
Changed two types "VX", "VIX", both error "No definition found for this requested security"
It is VX or VXX at the CME. But the symbol support comes from your broker and their data feed interface.
Call them tomorrow.
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.
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)
Look for the contractsamples file, as in this example in cpp. Yours should be contractsamples.py
https://github.com/bianster/tws-api/blob/master/IBJts/samples/Cpp/TestCppClient/ContractSamples.cpp
There you have a few examples.
Also you can request contract details if you only know the symbol and currency by using the request below.
https://interactivebrokers.github.io/tws-api/contract_details.html
https://github.com/bianster/tws-api/blob/master/IBJts/samples/Cpp/TestCppClient/ContractSamples.cpp
There you have a few examples.
Also you can request contract details if you only know the symbol and currency by using the request below.
https://interactivebrokers.github.io/tws-api/contract_details.html
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Also you have this website to look for contracts
https://pennies.interactivebrokers.com/cstools/contract_info/v3.10/index.php
There you can find the VIX conID which is the identifier for the contract.
https://pennies.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=666994090&lang=en&ib_entity=
https://pennies.interactivebrokers.com/cstools/contract_info/v3.10/index.php
There you can find the VIX conID which is the identifier for the contract.
https://pennies.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=666994090&lang=en&ib_entity=