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[Sticky] - Notice: Replacement for CBOE Indices Historical Daily Data

[2020-11-03 19:20:39] #1
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
Apparently due to a restriction from CBOE, historical end of day daily data from Sierra Chart for CBOE Indices is not available without paying the exchange fee. We are checking on this though. For information about using cash indices through the Sierra Chart Exchange Data Feed and paying the exchange fee, refer to: https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#CashIndexes If you are using $SPX (CBOE Index) an immediate replacement is to use $INX. $INX is the S&P 500 cash index. Or you can use the CFD symbol SPX500. This is a good symbol to use as well. ---- If you are an Interactive Brokers user, we have now set all IB specific CBOE cash index symbols to now directly obtain historical daily data from Interactive Brokers. But you do have to pay for the market data permission for that exchange through Interactive Brokers. And it is necessary to update the symbol settings first: Follow the instructions here to update the Symbol Settings: https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettings After updating symbol settings, you can update the charts with: https://www.sierrachart.com/index.php?page=doc/EditMenu.html#DownloadDataForAllHistoricalCharts ---- Furthermore, with our planned support of the NASDAQ global indices feed, this will be a solution for historical and real-time data for cash indices around the world and in the US for our user base. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you. Date Time Of Last Edit: 2020-11-17 18:26:33

[2020-11-03 21:38:41] #2
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
This is from our data provider: CBOE Indexes are assessing a $1 fee for access to their data - including end of day. So we have had to block all users unless they are paying. A workaround for this will be with our upcoming NASDAQ global indices data feed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you. Date Time Of Last Edit: 2020-11-03 21:39:01

[2020-11-16 14:41:52] #3
licanulla - Posts: 4 \| Ending Date: 2020-12-31 [Expired]
Missing cca 2 years of intradat data for IB Index SPX (SPX-IND-CBOE). Any time-frame but daily misses data between 2018-11-16 and 2020-10-06. Tried deleting files, reloaded charts, etc.

[2020-11-16 18:06:25] #4
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
We do not provide technical support for Interactive Brokers data. Use the symbol SPX500 instead: https://www.sierrachart.com/index.php?page=doc/SCRealTimeFOREX.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2020-11-17 08:47:58] #5
licanulla - Posts: 4 \| Ending Date: 2020-12-31 [Expired]
I expected a little bit of a customer service here and an attempt to investigate. There is no daily HD for SPX500 as it's stated at the beginning of the thread. IB has no 2 year gaps in intraday data, Seirra does. How do I get both symbols at the same time? Date Time Of Last Edit: 2020-11-17 08:53:47

[2020-11-17 16:55:27] #6
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
Our position is very clear. We have terminated support for the garbage Interactive Brokers service. Refer to all of the information in the first and second sections on this page: https://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php And here: https://www.sierrachart.com/SupportBoard.php?ThreadID=48856#SupportBoard Do not ask us anything further about that. Otherwise discontinue Sierra Chart. There is no daily HD for SPX500 as it's stated at the beginning of the thread. It says no such thing. You can use SPX500 or you can use $INX. If you are having trouble accessing data for either of these, then follow the instructions below: Follow the instructions here to clear the Message Log: https://www.sierrachart.com/index.php?page=doc/MessageLog.html#Clearing Fully re-download the data in the chart by going to the chart and selecting "Edit >>Delete All Data and Download". After about a minute provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you. Date Time Of Last Edit: 2020-11-17 17:01:18

[2020-11-30 10:23:27] #7
licanulla - Posts: 4 \| Ending Date: 2020-12-31 [Expired]
No need to be dismissive to your new customers and use words like "garbage", "don't ask support any more" or "discontinue service". Yes, IB has poor data feeds, but this is a public company with 23B market cap (where is Sierra standing?), it's a big and popular broker where real people work with real money. You've spread the info over dozens of topics and links and other links inside and which is hard to read and create a clear picture from. Maybe the fact that people keep asking the same questions shows a need to restructure the KB and review the manuals? At the moment it's rather a bunch of coders supporting their beloved product and getting angry when lame users come with questions. It takes time, so, please, be respectful and at least pretend you value your customers. Date Time Of Last Edit: 2020-11-30 10:34:04

[2020-11-30 10:35:20] #8
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
Sorry we are making absolutely no apologies whatsoever. You convinced us of nothing. We are not in the brokerage business, and that is why our financial position is not as great. What we need to do is remove support for Interactive Brokers from within Sierra Chart. That is the only restructuring that is needed. We have already terminated technical support for it. Do not use Interactive Brokers with Sierra Chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2020-12-22 15:09:21] #9
User365411 - Posts: 107 \| Ending Date: 2021-12-29
This is from our data provider: CBOE Indexes are assessing a $1 fee for access to their data - including end of day. So we have had to block all users unless they are paying. A workaround for this will be with our upcoming NASDAQ global indices data feed. So .. how can I obtain EOD/delayed CBOE indexes?

[2020-12-23 03:18:51] #10
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
You need to use the Sierra Chart Exchange Data Feed: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php The cost will be 25 USD per month plus the exchange fee. And this will then give you real-time data for CBOE indices. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2021-01-06 06:24:32] #11
User783093 - Posts: 13 \| Ending Date: 2021-08-16
What we need to do is remove support for Interactive Brokers from within Sierra Chart. That is the only restructuring that is needed. We have already terminated technical support for it. Do not use Interactive Brokers with Sierra Chart. Please don't do it. As you know, there are no reliable alternatives in a big list of countries and your loyal customers are depending on your support of IB. I really hope that your rationality will prevail over your emotions. Thank you in advance and Happy New Year!

[2021-01-06 06:37:25] #12
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
There is nothing to be concerned with. There are no plans to remove support for Interactive Brokers. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2021-02-02 17:13:52] #13
User722856 - Posts: 74 \| Ending Date: 2021-03-28
Hi, Since 1.1.2021 i don't get any updates for the $VIX Symbol. "Error executing query: User is not authorized to execute query for one or more of the specified symbols" I am using "SC Data - All Services [data]" as connection. Can you please help, i already read the stuff here, but i don't get it somehow what needs to be done. Thnx. BR The LOG says this: HD Request # 12 \| Downloading Historical Daily chart data for $VIX. Starting date: 2020-10-15. Service: cboe.index \| 2021-02-02 18:04:56.842 HD Request # 12 \| Requesting historical Daily data for $VIX starting at 2020-10-14. SC External HD service. \| 2021-02-02 18:04:56.842 HD Request # 12 \| Error downloading historical Daily data for $VIX. Error executing query: User is not authorized to execute query for one or more of the specified symbols \| 2021-02-02 18:04:57.596 HD Request # 12 \| Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for $VIX \| 2021-02-02 18:04:57.596 HD Request # 12 \| Completion time: 1s \| 2021-02-02 18:04:57.596 HD Request # 12 \| Daily data download complete for $VIX. Unique request ID: 12 \| 2021-02-02 18:04:57.596 Removing historical data download ID 12. \| 2021-02-02 18:04:57.596

[2021-02-02 20:59:47] #14
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
You need to use the Sierra Chart Exchange Data Feed and pay the CBOE Indices exchange fee: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2021-02-04 13:56:32] #15
User722856 - Posts: 74 \| Ending Date: 2021-03-28
Thanks for the link, just to understand it correctly: There is no other option as to pay the Realtime Datafeed? I don’t need Realtime Data, delayed-Data would be good enough, as it was before. Thanks

[2021-02-04 14:09:45] #16
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
Yes this is what the exchange requires. We do plan a CBOE Futures data feed which will have the volatility index futures data, in the near future but that is not available. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2021-02-04 18:50:36] #17
User365411 - Posts: 107 \| Ending Date: 2021-12-29
Yes this is what the exchange requires. This is very a big problem, all cboe indexes are very important but the cost is too high for those who needs only delayed data or don't have a trading account. If Barchart needs $ 1 a month I would be happy to give it them for the data. Are you sure there are no other ways to get cboe inexes at low cost from other data providers? We do plan a CBOE Futures data feed which will have the volatility index futures data, in the near future but that is not available. As for the VIX future there is already in the feed of the CFE which is part of the CBOE, VXG21-CFE Having the index would be better but in the meantime ... Date Time Of Last Edit: 2021-02-04 20:52:32

[2021-02-05 07:20:59] #18
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
Are you sure there are no other ways to get cboe inexes at low cost from other data providers? What particular indices do you require? We are working on adding support for the NASDAQ global indices data feed. We would have to check what indices they have which would be equivalent to CBOE indices. We do plan a CBOE Futures data feed which will have the volatility index futures data, in the near future but that is not available. This data feed is separate from what Barchart offers and it will be included as part of the Denali Exchange Data Feed. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you. Date Time Of Last Edit: 2021-02-05 07:22:02

[2021-02-05 17:09:22] #19
User722856 - Posts: 74 \| Ending Date: 2021-03-28
What particular indices do you require? Ticker Name VIX CBOE S&P 500 Volatility Index (VIX) VVIX CBOE VIX Volatility Index - Forward Vola (VVIX) VIX9D CBOE S&P 500 9-DAY VOLATILITY INDEX OVX CBOE CRUDE OIL VOLATILITY INDEX VXIEF CBOE 7-10 YEAR TREASURY BOND ETF VOLATILITY VXTLT CBOE 20+ YEAR TREASURY BOND ETF VOLATILITY MOVE ICE BofAML U.S. Bond Market Option Volatility Estimate Index MOVE3M ICE BofAML U.S. Bond Market 3 month Option Volatility Estimate Index MOVE6M ICE BofAML U.S. Bond Market 6 month Option Volatility Estimate Index SMOVE1M ICE BofAML U.S. Swap Market Option Volatility Estimate Index SMOVE3M ICE BofAML U.S. Swap Market 3-month Option Volatility Estimate Index SMOVE6M ICE BofAML U.S. Swap Market 6-month Option Volatility Estimate Index DAX Volatility Index (VDAX-NEW) https://www.tradingview.com/symbols/INDEX-DV1X/ EURO STOXX 50 Volatility Index https://www.onvista.de/index/VSTOXX-VOLATILITAeTS-Index-12105800 Euro overnight index average (EONIA) https://www.euribor-rates.eu/en/eonia/ Deutscher Rentenindex https://de.tradingview.com/symbols/XETR-FREXP/ Germany - Government Bonds Yield Curve https://www.tradingview.com/symbols/TVC-DE10Y/ United States Overnight Repo Rate https://apps.newyorkfed.org/markets/autorates/obfr#Chart12 CNNMoney's Fear & Greed https://money.cnn.com/data/fear-and-greed/ Date Time Of Last Edit: 2021-02-05 17:12:25

[2021-02-05 18:13:27] #20
User365411 - Posts: 107 \| Ending Date: 2021-12-29
What particular indices do you require? We are working on adding support for the NASDAQ global indices data feed. We would have to check what indices they have which would be equivalent to CBOE indices. All main volatility indexes on equities, commodity and currencies and some treasury index. I'll give you a detailed list of main CBOE indexes that are important to me in a couple of days. If those indexes from NASDAQ are the exact same CBOE indexes that NASDAQ redistributes then it's ok but if they are something equivalent calculation made by Nasdaq itself they are not good. This data feed is separate from what Barchart offers and it will be included as part of the Denali Exchange Data Feed. If this feed gives futures AND index data and will be available to the delayed SC DAta - All Services feed (as i imagine since it will be on the Denali feed) it would be best. TY

[2021-02-07 01:14:21] #21
User365411 - Posts: 107 \| Ending Date: 2021-12-29
I'll give you a detailed list of main CBOE indexes that are important to me in a couple of days. This is the list with the main indexes from CBOE Keep it in mind when you activate the feed .... hopefully soon TY EVZ - Cboe EuroCurrency Volatility Index FVX - Cboe 5 Year Treasury Yield Index GVZ - Cboe Gold ETF Volatility Index IRX - Cboe Short-Term Interest Rate Index OVX - VIX index for OVX, an ETF on Crude Oil RVOL - Cboe Realized Volatility Index RXM - Cboe S&P 500 Risk Reversal Index SKEW - Cboe SKEW Index SMILE - Cboe SMILE Index TNX - Cboe Interest Rate 10 Year T Note TYX - Cboe 30 Year Treasury Yield Index VIX - Cboe Volatility Index VIX1Y - Cboe S&P 500 One-Year Volatility Index VIX3M - Cboe S&P 500 3 Month Volatility Index VIX6M - CBOE S&P 500 6-Month Volatility Index VIX9D - CBOE S&P 500 9-Day Volatility Index VVIX - Cboe VVIX Index VXGDX - Cboe Gold Miners ETF Volatility Index VXN - Cboe NASDAQ-100 Volatility Index VXSLV - Cboe Silver ETF Volatility Index VXXLE - Cboe Energy Sector ETF Volatility Index RVX - Cboe Russell 2000 Volatility Index Date Time Of Last Edit: 2021-02-07 01:16:05

[2021-02-07 09:02:37] #22
Sierra Chart Engineering - Posts: 94400 \| Ending Date: 2021-03-27
but if they are something equivalent calculation made by Nasdaq itself they are not good. We have to check, but we we understand they are like an equivalent calculation. They are not going to be exactly the same. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

[2021-02-12 22:05:04] #23
SC Support - Posts: 615 \| Ending Date: 2021-08-26
Hi User365411, looking at the 22 instruments you listed and comparing those against the options among the 45,000+ Nasdaq GIDS Instruments [https://indexes.nasdaqomx.com/Home/GidsDirectory] I must ask if you trade those 22 instruments, or if you just use them to support your trading indicators for trading other instruments? We will shortly have the CFE (VIX Futures) raw data feed, we are speaking to the same guys that offer the CBOE Indices that you have listed, we will investigate to see if there is something larger to be done with them. You will be able to see announcements on the Support Board as progress is made. Thank you

[2021-02-13 10:25:03] #24
User365411 - Posts: 107 \| Ending Date: 2021-12-29
Hi User365411, looking at the 22 instruments you listed and comparing those against the options among the 45,000+ Nasdaq GIDS Instruments [https://indexes.nasdaqomx.com/Home/GidsDirectory] Compared some of that, there is no correspondence. The real point here is "what's the industry standard for that product?" Well, the industry standard for those products are those in the list. Nasdaq (or sp or ice or goldman or bloomberg or reuters) can have similar proprietary index that can have better real representation of each index but they can be used as a second guess in addition to those in the list, can't be a replacement. However, any addition of new data feed is always welcome, I'm sure that there is some interesting index in the Nasdaq feed that I will add to my watchlist I must ask if you trade those 22 instruments, or if you just use them to support your trading indicators for trading other instruments? I use them mainly as a support for my trading on related instrument We will shortly have the CFE (VIX Futures) raw data feed, we are speaking to the same guys that offer the CBOE Indices that you have listed, we will investigate to see if there is something larger to be done with them. You will be able to see announcements on the Support Board as progress is made. That will be great! Thank you for your effort Date Time Of Last Edit: 2021-02-13 10:25:28

[2021-02-15 02:14:34] #25
SC Support - Posts: 615 \| Ending Date: 2021-08-26
Thank you for your feedback.

[2021-02-22 04:37:39] #26
User722856 - Posts: 74 \| Ending Date: 2021-03-28
@SC: Regarding #19 and #21: I posted an alternative solution for CBOE and other Indices, in the thread bellow, for you to consider. Post #5: https://www.sierrachart.com/SupportBoard.php?ThreadID=61120#P253084 thnx Date Time Of Last Edit: 2021-02-22 04:38:52

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