Support Board
Date/Time: Sun, 15 Jun 2025 23:07:36 +0000
CME CVOL Request
View Count: 334
| [2025-05-15 17:37:07] |
| User656675 - Posts: 3 |
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Hi Sierra Support I was wondering if it would be possible to request CME Group Volatility Index (CVOL) and their related derivative indicators (below) be added to the available symbols? Volatility Index value Up Variance (Up Var) Down Variance (Down Var) Skew – Difference of Up Var and Down Var At the Money Vol (ATM Vol) Convexity Information from the CME: https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes.html Many thanks Liam |
| [2025-05-16 09:31:41] |
| NotIll - Posts: 120 |
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+1.618
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| [2025-05-19 20:43:41] |
| Sierra_Chart Engineering - Posts: 19924 |
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We are checking with the CME to see if we have access to this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-05-20 19:45:57] |
| SC Support - Posts: 1968 |
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From the CME Group CVOL FAQ https://www.cmegroup.com/market-data/cme-group-benchmark-administration/cme-group-volatility-indexes-faq.html#index-data 20. How can I access the Index data? Live streaming versions will be available to license soon through CME Group’s Market Data Platform, the Google Cloud Platform, and through authorized data vendors. 23. Can I receive this data through a third party like Bloomberg and Refinitiv or do I need to get it from CME Group directly? CME Group is working with redistributors to make this data available in vendor platforms and other data services. Ultimately, many third parties prioritize new data products based upon their direct customer demand. Please contact your data vendor to request CVOL as part of your data services. It appears that the May 10th Release of the CVOL products did not include redistributors, vendors, etc. We are waiting to hear more from the CME |
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