Hi. I’m am writing an indicator that uses the last ^VIX Close. However, while the indicator does not throw an exception when I attempt to add the new ^VIX Bars object, as follows:
AddDataSeries(BarsPeriodType.Minute, 1); // the Main chart instrument, on a one-minute chart.
AddDataSeries(“^VIX”, Data.BarsPeriodType.Day, 1); // Volatility Index chart
When I attempt the following, it seems that the VIX data stream has not been opened:
foreach( int currBar in CurrentBars )
{
Print( "currBar is "+currBar );
}
produces
currBar is 0 // Main chart Instrument
currBar is 0 // 1 Minute instance of the main chart Instrument
currBar is -1 // Should be ^VIX Daily
So, it seems that the VIX Bars object is not being populated. Yet, I can manually open the chart, which displays 249 daily bars of data.
I would make sure that the name passed to the AddDataSeries method is correct, and of course, depending on what data period you have (whether it is exactly for the current year) and what chart period you opened when you ran the script. And if there are no errors during runtime, I would run it in debug mode to check what is available to me from the code.
It looks like you’re right. The thing is, I don’t want to actually trade the VIX, I just want to use the Daily VIX Close to calculate another indicator. I think I’ll have to take a different approach to getting the data. Thanks for your reply!
Checking the Log tab, it looks like there is a runtime error, indicating that VIX is not enabled for real time trading. I don’t want to pay an extra $14 a month to just automate a calculation using the VIX daily Close, so I’m going to have to try a different approach. Thanks very much for your reply!
Yeah, I know it’s not much, but like TV streaming service subscriptions, these things add up. Any thoughts on whether it’s possible to explicitly open a delayed data stream in NinjaTrader?
