Support Board

Date/Time: Fri, 03 May 2024 03:15:19 +0000

Post From: Date Rule Rollover for VX Future is Incorrect

[2019-04-23 22:00:11] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31334
From what we see on the CBOE website, the Settlement date for the VIX is officially the Wednesday that is 30 calendar days prior to the 3rd Friday in the following month. Internally, we have set the number of Calendar Days to 35 in order to match up more closely with when the rollover would occur based on the Volume changes between the contracts. If you want, you can change the Symbol Settings for the VIX for how you would prefer to have it, which is probably just changing the Number of Calendar Days to 30. Just be aware, there is a change that will be occurring to the Symbol Settings in an upcoming version coming out in the next week or so that will force a redownload of the Symbol Settings, which will overwrite any change you make before then. If you change it after the update (the Symbol Settings has a new window layout, so it will be obvious) then it will keep your changes whenever the Symbol Settings are updated. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-24 04:44:10