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Date/Time: Sun, 21 Apr 2024 21:59:29 +0000



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

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[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
[2022-12-14 18:36:11]
John - SC Support - Posts: 30985
You need to use the IB symbol for the main symbol and not use a "Trade and Current Quote Symbol". So the symbol should be the following:
VIX-20221221-CFE-USD-1000
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-12-14 19:21:03]
WheresMoney - Posts: 56
This works, but so incredibly confusing! That looks just like the IB symbol, and I thought using that I would get delayed data as I have CFE sub with Sierra, but not IB. Anyways, it works, and that's all that matters really
[2022-12-14 22:12:57]
John - SC Support - Posts: 30985
We setup symbol mappings so that you do not need to do what you did, you just enter the symbol as it is identified by your trading service and then we map it to the symbol we need to send you the data.

The only time where this is not the case is with the NASDAQ TotalView exchange that we have. In this case, you do need to use a specific format for the symbol that is different from what IB uses.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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