VIX Futures symbols

[lloydmarie]

I am trying to figure out the symbol for VIX futures traded on the CBOE. According to the QCharts help info, it should be something like VX H8-CF but that doesn't seem to work. I have tried various combinations to no avail. Can anyone help?

[ckelly]

Re: VIX Futures symbols

Originally posted by lloydmarie
I am trying to figure out the symbol for VIX futures traded on the CBOE. According to the QCharts help info, it should be something like VX H8-CF but that doesn't seem to work. I have tried various combinations to no avail. Can anyone help?

For the VIX:
--In 5.1, use VIX.X
--In 6.1 us $VIX

Carol

[Larry Marchman]

Hi Lloyd,

I'm assuming here you are referring to QCharts 6.0 symbology.
There's no contract for "H" for the VIX Futures.

Try...

VX K8-CF (April)
VX M8-CF (June)

For the valid contract months for VX Futures see...

http://kb.esignalcentral.com/article.asp?article=2693&p=1

LAM

[ckelly]

hmmm I do not get any info to display on the VIX symbols.

fyi,
Carol

[Larry Marchman]

Hey CK,

Well...hmmm here also on why you're hmmm'in <grin>.

LAM

[ckelly]

LAM,
Well, maybe the stars aren't aligned tonight - hmmmm

Here's a look at Connections in case Jay wants to check a server.

fyi,
Carol

[Larry Marchman]

CK,

It's fer sure I see different stuff for the same symbol(s) on different eSignal data servers frequently.

As a friendly suggestion, you might want to use the upper right Connections tab that shows all processes. Reason being that for the quotes, they come from server thru Port 2189 in winros.exe, and are then communicated to QCharts.exe internally thru 127.0.0.1.

LAM

[ckelly]

LAM,
Just to be sure, I gave v11 a reboot - still no VX fills.

fyi,
Carol

[Larry Marchman]

CK,

Speaking generally here, a reboot may or may not give you a different set of connections, different data servers. We don't know what your winros 2189 connection was before the reboot. But on reboot you were given the same QCharts 2192 (intraday bars) connection, for example.

However, I had an ah-ha, remembering something you said in a post the other day.

I'm using my regular QCharts ID and am getting connected (probably) with regular servers.

Methinks you may be connecting with the QCXXXXTest ID which means a connection to the special no-bid/ask tick history servers.

I did an exit and on restart switched to QCXXXXTest ID, and indeed shot blanks on those syms, no quotes/charts. Then another exit and on restart went back to my regular QChart ID and ...yep... quotes and chart be there.

So at this point, looks like an issue with the special no-bid/ask server types.

LAM

[billbled]

Hey you two,
I been lurkin' and following this. Thought I'd add my $0.02 before I crash for the night.

I followed Larry's last post and logged in with my regular ID and instantly got filled on the
VX K8-CF (April)
VX M8-CF (June)
symbols.

On the other testing ID QCxxxxxxx - no fill.

Looks like you found the solution LAM....

[Larry Marchman]

Thanks for the feedback, Mr. Bill.
Appreciate.

LAM

[billbled]

Roger that Houston....Over and out for tonight.....

[Larry Marchman]

This is a follow-up to Lloyd, and anyone else interested....

Lloyd,

After and exit/restart to a different server, I indeed can now get..
VX H8-CF.
Phooey on different results from different servers.

I had "assumed", after looking at the symbol page I gave the link for that "H" was not a valid month.
However, it turns out that the symbol page is not reflecting reality regarding "H".

How do I know?

Alex Montenegro looked at this thread.
BTW...he is the hand's down master of eSignal symbols.
He was kind enough to send me a PM.
I'm sure he won't mind me pasting here what he had to say.

***********************************
Larry
Based on the contract specs for the VIX futures the CFE/CBOE may list up to 6 near term serial months and up to 5 months on the February quarterly cycle (ie G, K, Q and X).
As far as I can see the following contracts are available in QCharts at this time H8, J8, K8, M8, N8, Q8, X8 and G9 (see enclosed screenshot)
I think that the list in the eSignal symbols directory is partially incomplete in as much as it does list the Feb cycle quarterlies but should also list the serial months
Alex

***********************************

Thanks so much Alex for the head's up !!!

LAM

[lloydmarie]

Thanks Larry, and others. Sounds like all of you are using 6.0 but I am still using 5.1. When I use VX H8-CF, I don't get anything. The March contract doesn't expire until next week so I know it is good. I get it on my IB platform. Guess I can upgrade to 6.0 but I am surprised I can't get it to work on 5.1. Thanks for the help.

Lloyd

[Larry Marchman]

Originally posted by lloydmarie
Thanks Larry, and others. Sounds like all of you are using 6.0 but I am still using 5.1. When I use VX H8-CF, I don't get anything. The March contract doesn't expire until next week so I know it is good. I get it on my IB platform. Guess I can upgrade to 6.0 but I am surprised I can't get it to work on 5.1. Thanks for the help.

Lloyd

Lloyd,

When you posted...
VX H8-CF
I assumed you were referring to QCharts 6.0 since 6.0 uses eSignal symbology...
SYM<space>MonthYear and sometimes Sym<space>MonthYear-Exchange

whereas 5.1 uses
SYMYearYearMonth.

Anyhow, I'm with you. I can't find the VIX "Future" contracts in the 5.1 continuum feed either.

Anyone else have a clue?
Jay?
Alex?

LAM