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Direct MessagesDate/Time: Sat, 20 Apr 2024 13:45:21 +0000
Problem getting VIX intraday data
View Count: 2401
| [2014-06-02 20:29:23] |
| Rnn - Posts: 49 |
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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
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 vix index.PNG / V - Attached On 2014-06-02 20:27:59 UTC - Size: 3 KB - 431 views vx contract.PNG / V - Attached On 2014-06-02 20:28:06 UTC - Size: 76.86 KB - 415 views |
| [2014-06-02 21:02:37] |
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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. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-06-02 21:03:41
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| [2014-06-03 11:07:56] |
| Rnn - Posts: 49 |
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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
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| [2014-06-03 13:13:59] |
| Rnn - Posts: 49 |
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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 |
| connection.PNG / V - Attached On 2014-06-03 13:03:50 UTC - Size: 2.77 KB - 388 views |
| [2014-06-03 16:20:09] |
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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. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-06-03 16:21:32
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| [2014-06-04 10:53:23] |
| Rnn - Posts: 49 |
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thanks, what if I use ur data feed, should I enable/disable fix logging?
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| [2014-06-04 18:25:05] |
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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. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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