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Date/Time: Sun, 05 May 2024 07:16:47 +0000



Post From: What is the correct way to get Realtime data for VX?

[2022-12-14 14:47:12]
WheresMoney - Posts: 56
I have Denali feed and are subscribed to CFE through Sierra
I have both CQG and IB a/c. I DO NOT have CFE data subscription through IB

I have CQG chart setup as F.US.VXZ22. No "Trade and Current Quote Symbol". Works fine

I have IB chart setup as VXZ22_FUT_CFE. "Trade and Current Quote Symbol" is VIX-20221221-CFE-USD-1000. "Use as Trade only symbol" is set to yes

I am not getting data anymore in IB charts. Chart data stopped yesterday midnight. Order submission to IB works fine however

In IB, if I use symbol VXZ22-CFE, I have data till till about one hour earlier. What Sierra symbol am I supposed to use with IB? VXZ22_FUT_CFE or VXZ22-CFE?

I am NOT using continuous contracts. Continuous contracts does not make sense for CFE VX
Date Time Of Last Edit: 2022-12-14 14:54:27