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Direct MessagesDate/Time: Fri, 19 Apr 2024 13:02:31 +0000
vix futures data
View Count: 836
| [2022-05-27 12:25:29] |
| User12089 - Posts: 350 |
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using Denali looking for NON-REAL time ie historical, TICK data, for VIX FUTURES couldn't get it from Denali - is that case ie NOT available FROM Denali, even as historical? using SC service package 11 (besides Denali subscription), which is supposed to have access to ANY historical data - no? |
| [2022-05-27 15:24:40] |
| John - SC Support - Posts: 30953 |
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The VIX futures are available, including delayed streaming data for the VIX and Mini VIX futures. But, if you are not connected to a Sierra Chart service (such as 'SC Data - All Services'), then any data for which you have not explicitly signed up for real-time data will not be available as streaming delayed data, as we are expecting that data to come from your connected service. Therefore, the easiest way to get the VIX futures is to install a second Sierra Chart and have the Current Selected Service set to SC Data - All Services. You will then get the delayed streaming data or the CFE Futures. If, on the other hand, you are really wanting the $VIX index (from the CBOE) then this requires that you pay for the CBOE Indices exchange which is part of the Sierra Chart Exchange Data Feed (delayed data is not available for this). Refer to the information at the following link, which includes setup instructions (you would not need another Sierra Chart in this case, as you are signing up to get the real-time data): Sierra Chart Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-05-27 21:23:04] |
| User12089 - Posts: 350 |
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Thanks John, i need only the VIX futures (delayed data), not the VIX index data
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| [2022-05-28 17:22:03] |
| User12089 - Posts: 350 |
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there seem to be two VIX Futures symbols available (not mentioning the micro/mini here) VXK22-CFE (seems to have more historical data) and VXK22_FUT_CFE - from the meta data it is not clear which is the MAIN VIX futures symbol representing the VIX futures with most volume/activity can u provide clarification |
| [2022-06-01 21:40:39] |
| John - SC Support - Posts: 30953 |
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We have forwarded this question to our senior engineer, as he will be able to explain why there are the two symbols.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-06-03 20:32:43] |
| Sierra_Chart Engineering - Posts: 14008 |
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There are two symbol formats for CFE volatility index futures. Only use one of them. This is the newer format: VXK22_FUT_CFE 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: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-06-03 20:32:49
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