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Date/Time: Wed, 29 Mar 2023 07:32:20 +0000

CBOE S&P 500 Implied Correlation Index

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[2019-10-08 16:22:06]
User839253 - Posts: 1

I am having difficulty getting the current (2019) CBOE implied correlation index (http://www.cboe.com/products/vix-index-volatility/volatility-indicators/correlation-indicators) to chart properly using DTN data for which I have a real-time subscription for the CBOE indices. This index is somewhat unusual in that it comprises 3 separate tickers that rotate on an annual basis with "JCJ" being the ticker representing the current year.

Though not listed in the IQFeed index drop-down menu, when I enter "JCJ.XO" and select intraday chart, the 2016 implied correlation chart is drawn (which unsurpisingly fails to update) and the error message "symbol settings not found for current service" is displayed. If I select historical chart from chart settings, the 2016 chart is again drawn though I get one day of 2019 data (from 9/23/2019 if it matters) and the error message "symbol settings not found for current service" is likewise displayed.

This is not an EOD index and delayed data can be pulled up on Tradingview using JCJ as the ticker.

Though it shouldn't matter, I am subscribed to DTN.IQ Core as opposed to IQFeed Core.

Please help!


p.s.: I also happened to notice that $JCJ is listed on www.sierrachart.com as an available CBOE index ticket for the Sierra Chart data service. Does it chart properly when Sierra Chart data is used?
[2019-10-08 20:14:18]
Sierra Chart Engineering - Posts: 104367
We cannot help with an IQ Feed data issue like this. It does not matter whether there are symbol settings present or not. That does not affect this particular data feed. You really need to ask IQ Feed about this.

You can use the Sierra Chart exchange data feed instead:
Sierra Chart Exchange Data Feed

And yes it does provide this index. And here is a chart of it:
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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