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Date/Time: Fri, 07 Aug 2020 09:18:14 +0000



Problem getting VIX intraday data

[2014-06-02 20:29:23]
Rnn - Posts: 26 | Ending Date: 2020-09-19
Hi,

I'm not able to get intraday data (blank chart) for the VIX index (symbol $VIX) while its historical data is just fine

as for the VIX future (symbol VXM4) the intraday data is ok but only for the current contract - I can't load its previous contracts (I did select the continuous futures contract option) (for example 300 days 240 min chart with volume/date based rollover)

I followed the steps on http://www.sierrachart.com/index.php?l=doc/helpdetails7.html but couldn't see any suggestion for the error's I get

please check the attached error log screenshots below

I'm Using latest version with OEC/Sierra, Maximum Historical Intraday Days to Download is set to 300 for both tick and non-tick data

Any ideas please?
Date Time Of Last Edit: 2014-06-02 20:37:52
imagevix index.PNG / V - Attached On 2014-06-02 20:27:59 UTC - Size: 3 KB - 216 views
imagevx contract.PNG / V - Attached On 2014-06-02 20:28:06 UTC - Size: 76.86 KB - 184 views
[2014-06-02 21:02:37]
Sierra Chart Engineering - Posts: 88421 | Ending Date: 2021-04-05
You cannot get data for $VIX unless you are using the Sierra Chart Exchange Data Feed:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php

And have activated the CBOE Indices exchange.

There is not going to be much historical data for the VX futures. Only about two months.
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: 2014-06-02 21:03:41
[2014-06-03 11:07:56]
Rnn - Posts: 26 | Ending Date: 2020-09-19
I'm a bit confused with all of the Market Data Feed Features since I get my data from OEC
How do I activate the CBOE indices exchange only? I've already activated the market data subscription for the CME Group through my OEC account

Date Time Of Last Edit: 2014-06-03 11:08:08
[2014-06-03 13:13:59]
Rnn - Posts: 26 | Ending Date: 2020-09-19
couple of questions regarding the data/trade service settings :
1. what is the difference between enabled to unabled FIX logging - which one is preferred?

2. regarding ur explanation:
"If at any time, you do not want to use the Sierra Chart Real-time and Historical Exchange Data Feed, then uncheck Allow Support for Sierra Chart Data Feeds and reconnect to the data feed with File >> Disconnect and File >> Connect to Data Feed, to use your Trading service provided data feed. "

When Allow Support for Sierra Chart Data Feeds is checked the data I'm getting is only from ur servers? which one is preferred?

thanks


imageconnection.PNG / V - Attached On 2014-06-03 13:03:50 UTC - Size: 2.77 KB - 192 views
[2014-06-03 16:20:09]
Sierra Chart Engineering - Posts: 88421 | Ending Date: 2021-04-05
1. It is recommended that you enable Enable FIX Logging.

2. This is setting not relevant because you are not using the Sierra Chart Exchange Data feed.

How do I activate the CBOE indices exchange only?

You cannot unless you subscribe to the Sierra Chart data feed which is 35 USD per month.
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: 2014-06-03 16:21:32
[2014-06-04 10:53:23]
Rnn - Posts: 26 | Ending Date: 2020-09-19
thanks, what if I use ur data feed, should I enable/disable fix logging?
[2014-06-04 18:25:05]
Sierra Chart Engineering - Posts: 88421 | Ending Date: 2021-04-05
You should always have FIX Logging enabled when using OEC.
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.

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