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Old 10-05-2010, 12:01 PM   #1
BrianL
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Default VIX not updating Chart or Data with Kinetick Data Service

Not sure this is the correct area for this post but here goes:

Hello,

I just signed up for Kinetick service as of last Friday and I'm having some problems when it comes to updating data on the VIX or other volatility indexes. I have the symbol mapped correctly for Kinetick with the VIX.XO for the VIX index.

My problem seems to be the VIX updating and charting correctly. Whenever I open NinjaTrader and connect to Kinetick the VIX chart backfills and begins to chart. I have noticed 2 things. 1) that the data very rarely seems to update and 2) that NinjaTrader does not print ANY new bars on the chart.

Whatever time I opened NinjaTrader and started the VIX chart THAT specific bar is the only one to update when the VIX data does update, and the chart never moves past that initial bar, but when there is a price update be it 5 mins or an hour later, NinjaTrader still only updates that initial bar when it was loaded.

For example: If I loaded up NinjaTrader at 1:17pm, the chart for the VIX will backfill up until 1:17pm on the chart - that's fine. However every new price update that does come in as NinjaTrader is running, even if it is at 3:30pm, the bar that will update when that new last price comes in will be the 1:17pm bar. The chart never moves past that initial most recent bar until about 15-45 mins later when it somehow starts printing chart bars again, except these chart bars' times are off by the 15-45 mins where the chart was not printing.

When I was connected to Esignal data connection I never had a problem with the VIX not updating in real time or the chart reporting like it is now while connected to Kinetick. I definitely need some assistance with this.
Last edited by BrianL; 10-05-2010 at 12:08 PM.
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Old 10-05-2010, 12:20 PM   #2
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Hello,

I am testing this on my side.

So that I can test with your settings what you you have the exchange set to for this instrument and just to be clear whats the symbol map your using for kinetick.

I look forward to assisting you further.
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Old 10-05-2010, 12:30 PM   #3
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Quote:
Originally Posted by NinjaTrader_Brett View Post
Hello,

I am testing this on my side.

So that I can test with your settings what you you have the exchange set to for this instrument and just to be clear whats the symbol map your using for kinetick.

I look forward to assisting you further.
Hey Brett, thanks for responding so quickly.

I attached the images of my Instrument Manager settings for the VIX index. I currently have the Exchange set to CBOE.
Attached Images
File Type: png VIX Setting1.png (30.1 KB, 16 views)
File Type: png VIX Setting2.png (19.1 KB, 17 views)
File Type: png VIX Setting3.png (26.3 KB, 15 views)
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Old 10-05-2010, 12:59 PM   #4
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Hello,

Can you please check you log tab in the control center for any errors as I do not seem to be having any issues on my side with the VIX. It updates abou every 6 to 10 seconds and starts a new bar every 1 minute on a 1 minute chart. Is this not what your seeing?

If not, What version of NinjaTrader are you using? This is located in the Control Center->Help->About to the right of the NinjaTrader logo.


I look forward to assisting you further.
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Old 10-05-2010, 01:15 PM   #5
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Quote:
Originally Posted by NinjaTrader_Brett View Post
Hello,

Can you please check you log tab in the control center for any errors as I do not seem to be having any issues on my side with the VIX. It updates abou every 6 to 10 seconds and starts a new bar every 1 minute on a 1 minute chart. Is this not what your seeing?

If not, What version of NinjaTrader are you using? This is located in the Control Center->Help->About to the right of the NinjaTrader logo.


I look forward to assisting you further.

Yeah I'm on a Live version of 7.0.0.22. I know the VIX updates every 6 seconds from the CBOE, I had no issues whatsoever when connected to my Esignal connection in terms of bar times and updating, but through Kinetick I do.

Let me try to explain better. There seems to be 2 issues. 1) I just checked the log and it says that I do not have realtime data for the VIX exchange, or any of the volatility indexes exchanges - so apparently Kinetick did not sign me up for CME waiver programs successfully or else I would have real-time quotes. I think this solves 1 issue, the delay of quotes. I am talking to Kinetick right now as well and will bring this up.

2) When I open NT with a 1min VIX chart, say at 3:09pm, the VIX will back load up until 3:09pm, which is normal, that's fine. However, for every 1min after that whatever data does come in for the VIX is updated via the 3:09pm bar. So if it 3:15pm and a new VIX last price comes in that data even though it came in at 3:15pm will be represented in the 3:09pm candle. It does this for anywhere between 15-40mins, then the new bars start forming, but it will start re-charting the data at 3:10pm, not at the actual time the new print comes in. So if it is 3:40pm, and that is when NT starts to chart the data again, the 3:40pm data will chart in the 3:10pm candle, the 3:41pm data will chart in the 3:11pm candle and so on.

Actually it may be a little easier explained if you can log on my computer a watch it for yourself in real-time, much easier than explaining again.
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File Type: jpg NinjaTrader Log Entries 2010-10-05 13-05-22.jpg (114.3 KB, 10 views)
File Type: png CME Waiver Verifed.png (43.2 KB, 8 views)
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Old 10-05-2010, 01:34 PM   #6
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Hello,

I understand completely. You are not getting live data for these instruments but delayed data since your account is not enabled for these. Please mention this in your contact with your kinetick representive to have them enable this on your account. It would be expected the chart would not update if not enabled for the data.

Let me know if I can be of further assistance.
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Old 11-11-2010, 02:02 AM   #7
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I'm having this exact same problem. I was told that it is likely caused by the fact that I'm on a Mac. Are you also on a Mac??
I have Kinetick RT but for the instruments I get as delayed feed (e.g. Z , CL) this problem manifests exactly as you describe.
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Old 11-11-2010, 03:52 AM   #8
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Hello vlc,

Unfortunately this is as expected as per delayed data. Please contact Kinetick to enable the instruments in question for real-time data to solve the issue.
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Old 11-11-2010, 04:01 AM   #9
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So is this by design or is it a bug. In other words is it likely to stay this way?
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Old 11-11-2010, 04:25 AM   #10
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Yes, unfortunately delayed data with Kinetick will act this way. If you like to workaround it, please enable the instruments in question for real-time data with Kinetick.
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Old 11-11-2010, 05:05 AM   #11
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So it was deliberately designed to work in this way?
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Old 11-11-2010, 05:33 AM   #12
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NinjaTrader was not specifically designed for delayed data. Unfortunately delayed data from Kinetick works this way in NinjaTrader.
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Old 11-11-2010, 05:57 AM   #13
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OK, so is there a workaround? Maybe changing the PC clock? How does it know it is delayed data?
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Old 11-11-2010, 06:12 AM   #14
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Hello,

There is no known workarounds. The only workaround I'm aware of is to subscribe to realtime data for the instruments you need data for.

Let me know if I can be of further assistance.
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