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ChrisTrades

Member
25
Posts: 29

Joined: 1/16/2004
Location: Germany

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Subject : Symbol $VIX needs a mapping for IQFeed
Posted : 11/18/2016 9:34 AM
Post #38440

Hello there.

I'm using IQFeed as data source.
When a strategy references the symbol $VIX I don't get any data. In the ot.log log file I find this error message.
- - -
11/18/2016 6:28:13 AM Initializing RealTime datafeed: IQFeed
11/18/2016 6:28:18 AM RealTime OnLogon: Success
11/18/2016 6:28:19 AM RealTime OnConnect: Success
11/18/2016 6:28:19 AM RTDatafeed: Success
11/18/2016 6:28:19 AM CDataServer:OnSymbolError IQFeed'$VIX': Invalid symbol (not recognized by the data feed)
11/18/2016 6:28:19 AM $VIX: Downloading RT data took 00:00:00
11/18/2016 6:28:19 AM RSP: Downloading RT data took 00:00:00
11/18/2016 6:28:23 AM CDataServer:OnSymbolError IQFeed'$VIX': Invalid symbol (not recognized by the data feed)
11/18/2016 6:28:23 AM $VIX: Downloading RT data took 00:00:00.1716003
11/18/2016 6:28:23 AM ABC: Downloading RT data took 00:00:00
11/18/2016 6:28:25 AM AXP: Downloading RT data took 00:00:00
11/18/2016 6:28:26 AM BIDU: Downloading RT data took 00:00:00
11/18/2016 6:28:28 AM BLK: Downloading RT data took 00:00:00
11/18/2016 6:28:32 AM BRK.B: Downloading RT data took 00:00:00
- - -

Probably the symbol needs a special mapping for IQFeed. The IQFeed symbol for the VIX index is VIX.XO. Please, add a corresponding mapping for OT.

Cheers,
Christian
Deleting message 38440 : Symbol $VIX needs a mapping for IQFeed


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