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Date/Time: Sun, 19 May 2024 23:56:34 +0000



Post From: Problem with Denali data CFE exchange

[2021-07-27 23:39:54]
WheresMoney - Posts: 56
Seems like this is not ready yet. I tried to get data for F.US.VXW1Q21 (VIX calendar spread -1*Aug 21 + 1*Sep 21) today and wasn't able to. So, questions:

a) Do you have an updated ETA?
b) When available, would it have history available through Denali as well? How long? Minute data is sufficient as tick data is kinda useless for this
c) When you complete your implementation, what if I get data subscription through CQG as well for CFE? Where would the data come from when requested as I would have two venues for getting the data (CQG as well as Denali)? Would there be a mechanism to choose one or the other?

It's always nice to have data from the broker as it allows me to use any platform CQG offers instead of just SC, in case you are wondering. Thanks!