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ChrisTrades
Posts: 29
Joined: 1/16/2004
Location: Germany
 User Profile |
Hello there.
I'm using IQFeed as data source.
When a strategy references the symbol $VIX I don't get any data. In the ot.log log file I find this error message.
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11/18/2016 6:28:13 AM Initializing RealTime datafeed: IQFeed
11/18/2016 6:28:18 AM RealTime OnLogon: Success
11/18/2016 6:28:19 AM RealTime OnConnect: Success
11/18/2016 6:28:19 AM RTDatafeed: Success
11/18/2016 6:28:19 AM CDataServer:OnSymbolError IQFeed'$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
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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
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
We did this last week, so it'll be in the next PR. If you want the mapping now, please install the attached file into the Nirvana/OT2016/DLLs folder.
 Attached file : Vendors.otd (836KB - 432 downloads)
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ChrisTrades
Posts: 29
Joined: 1/16/2004
Location: Germany
User Profile |
Hello Barry.
I've deleted the existing file and put the downloaded one into the folder. Don't get any data for $VIX either.
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11/21/2016 3:51:25 PM Initializing RealTime datafeed: IQFeed
11/21/2016 3:51:30 PM RealTime OnLogon: Success
11/21/2016 3:51:30 PM RealTime OnConnect: Success
11/21/2016 3:51:30 PM RTDatafeed: Success
11/21/2016 3:51:31 PM CDataServer:OnSymbolError IQFeed'$VIX': Invalid symbol (not recognized by the data feed)
11/21/2016 3:51:31 PM $VIX: Downloading RT data took 00:00:00
11/21/2016 3:51:32 PM RSP: Downloading RT data took 00:00:00.7800014
11/21/2016 3:51:35 PM CDataServer:OnSymbolError IQFeed'$VIX': Invalid symbol (not recognized by the data feed)
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Do you get that data successful from IQFeed with that Vendor.otd file?
Regards,
Christian
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Barry Cohen
Posts: 6338
Joined: 1/19/2004
User Profile |
Yes it works. Did you install the file while OT was closed? You probably either need to right-click the file, select Properties & 'Unblock' it, or perhaps you're missing the data entitlement for VIX.XO which is CBOE Indexes. Are you getting data for VIX.XO?
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