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Date/Time: Mon, 20 May 2024 00:55:03 +0000

Post From: Problem with Denali data CFE exchange

[2021-06-29 06:03:36] Link To Thread - Link To Post [Go To First Post]
WheresMoney - Posts: 56
VIX calendar spreads. These are supported natively in the CFE exchange. Worked fine with CQG data. Perhaps similar issue as before? Can these be enabled as well as calendars are a very big part of trading VIX. Picture attached. Calendar symbols go like this: cqg symbols     VXW1N21    -1*Jul 21 + 1*Aug 21 VXW2N21    -1*Jul 21 + 1*Sep 21 VXW3N21    -1*Jul 21 + 1*Oct 21 VXW4N21    -1*Jul 21 + 1*Nov 21 VXW5N21    -1*Jul 21 + 1*Dec 21 VXW6N21    -1*Jul 21 + 1*Jan 22      VXW1Q21    -1*Aug 21 + 1*Sep 21 VXW2Q21    -1*Aug 21 + 1*Oct 21
0x Thank you
vixproblem2.png / V - Attached On 2021-06-29 06:01:07 UTC - Size: 47.08 KB - 159 views