Login Page - Create Account

Support Board


Date/Time: Fri, 29 Mar 2024 14:47:19 +0000



Post From: Sierra Chart Datafeed and CFE VIX Calendar Spreads.

[2019-10-04 16:57:16]
kroonike - Posts: 3
Hello,

I asked similar question some time ago and I'm interested whether any progress is being made.

Last time I checked Sierra Chart Datafeed for CFE, it didn't include VIX Futures Calendar Spreads (traded directly on CFE exchange). Those spreads are currently more popular than outright VIX Futures.
Yesterday I made a screenshot (attached) of my IB account and last column shows trading volume of those spreads. Their volume is 4x larger than outright futures!

I love Sierra chart and would really like to see those spreads added to Sierra Datafeed.

Kind Regards,
kroonike
imagevix futures.PNG / V - Attached On 2019-10-04 16:51:47 UTC - Size: 47.51 KB - 398 views