Support Board
Date/Time: Sun, 15 Jun 2025 23:59:30 +0000
Post From: CME CVOL Request
| [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 |