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Date/Time: Wed, 26 Feb 2020 00:28:26 +0000



Sierra Chart Datafeed and CFE VIX Calendar Spreads.

[2019-10-04 16:57:16]
kroonike - Posts: 3 | Ending Date: 2019-11-30 [Expired]
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 - 86 views
[2019-12-30 15:47:46]
Adam Schwartz - Posts: 17 | Ending Date: 2020-05-28
Hi,

Following up from Kroonike's post, I agree with him/her and would like to see VIX futures calendar spreads. Is there any plan for this?

Thanks in advance for response,
[2020-01-21 13:32:55]
Adam Schwartz - Posts: 17 | Ending Date: 2020-05-28
Hi Sierra, any update on this issue? I have received no response yet. Thanks

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