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Date/Time: Tue, 23 Jul 2024 23:26:33 +0000



VIX Cash

View Count: 869

[2023-05-03 13:12:15]
amazayn - Posts: 48
Hello, I was wondering if Sierra has access to get VIX cash price as in the attached screen shot?
imageVIX Cash.PNG / V - Attached On 2023-05-03 13:11:53 UTC - Size: 45.04 KB - 130 views
[2023-05-03 16:07:50]
John - SC Support - Posts: 33223
We do not have this data any longer.

Rather, we have the "NASDAQ Global Indices", which is available at no cost, and your account is already setup to get this data. Refer to the information here:
Denali Exchange Data Feed: Nasdaq Global Index Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-05-04 08:58:45]
User688525 - Posts: 210
Hi John,
Will you be providing VIX cash in the future? If not, how else can this be accessed through Sierra? Does CQG provide this?
[2023-05-04 09:41:36]
Sierra_Chart Engineering - Posts: 15556
We have the equivalent through NASDAQ Global Indexes and the symbol is:
VOLQ-NQGI

No we will not be providing the actual CBOE cash indices any longer. We do not know about CQG.
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: 2023-05-04 09:41:44
[2023-05-27 15:36:10]
af_99 - Posts: 22
Hi,

Can anyone from support help me to know why I'm not able to see VOLQ-NQGI symbol if I have already activated the NASDAQ GLOBAL INDEXES here: https://www.sierrachart.com/UserControlPanel.php?page=DenaliDataFeedNASDAQIndexes ?
[2023-05-27 20:24:45]
user_xyz - Posts: 387
I am able to see daily historical data on VOLQ-NQGI but only to 3/29/2023 to be exact, is that all we have access to?
Date Time Of Last Edit: 2023-05-27 20:25:15
[2023-05-28 08:23:45]
Borubar - Posts: 17
No VOLQ is not replacement for VIX. VOLQ is:

The Nasdaq-100 Volatility Index (VOLQ) measures the implied volatility of a hypothetical precisely at-the-money Nasdaq-100 index option with 30 days to expiration

If you want know more about VOLQ check:
https://nations.com/wp-content/uploads/2023/01/Nasdaq-100-Volatility-Index.pdf

VOLI is replacement for VIX.

The Nations Large Cap VolDex Index (VOLI®) measures the implied volatility of a hypothetical precisely at-the-money SPY (SPDR S&P 500 ETF) option with
precisely 30 days to expiration. Correlation to S&P -0.73; Correlation to VIX: 0.96.

If you want know more about VOLI check:
https://nations.com/wp-content/uploads/2023/01/Nations-Large-Cap-VolDex-Index.pdf
[2023-05-28 10:36:06]
af_99 - Posts: 22
Thanks Borubar, but that´s not what Sierrachart support said here:
We have the equivalent through NASDAQ Global Indexes and the symbol is:
VOLQ-NQGI

Anyway... where is VOLI symbol? I can´t see it through the symbols list...

Thank you.
Date Time Of Last Edit: 2023-05-28 10:36:44
[2023-05-29 08:31:46]
Sierra_Chart Engineering - Posts: 15556
Can anyone from support help me to know why I'm not able to see VOLQ-NQGI symbol if I have already activated the NASDAQ GLOBAL INDEXES here
You must update Sierra Chart to the current current version. Instructions:
Software Download: Fast Update

I am able to see daily historical data on VOLQ-NQGI but only to 3/29/2023 to be exact, is that all we have access to?
This is all the data we have available now. We have asked NASDAQ for more historical data and we are still waiting for them to follow up on that. We will check with them again.

No VOLQ is not replacement for VIX. VOLQ is:

The Nasdaq-100 Volatility Index (VOLQ) measures the implied volatility of a hypothetical precisely at-the-money Nasdaq-100 index option with 30 days to expiration
If you have a look at the VOLQ-NQGI index you will see that the chart for this index looks very similar and more complete as compared to the CBOE volatility index. It is a good substitute and does indicate the volatility of the market/options.
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: 2023-05-29 08:34:36
[2023-05-30 09:45:35]
Borubar - Posts: 17
Anyway... where is VOLI symbol? I can´t see it through the symbols list...

There are some symbol that are available through SC but not listed in symbol list. If you want use VOLI type VOLI-NQGI.

If you have a look at the VOLQ-NQGI index you will see that the chart for this index looks very similar and more complete as compared to the CBOE volatility index. It is a good substitute and does indicate the volatility of the market/options.

I agree with you. They look similar. But VOLQ is Nasdaq-100 Volatility Index. If I am trading NQ or QQQ it make perfect sens to look at Nasdaq volatility, but if I am trading ES or SPY I want to know S&P 500 volatility not Nasdaq volatility.
VOLQ is based on NDX options and has high correlation to NDX and VXN.
VOLI is based on SPY options so it is highly correlated with S&P500 and VIX.
[2023-05-31 15:46:24]
User624595 - Posts: 196
What is the symbol for Russell volatility index?
[2023-09-17 20:36:35]
user_xyz - Posts: 387
This is all the data we have available now. We have asked NASDAQ for more historical data and we are still waiting for them to follow up on that. We will check with them again.

SC - Have you all been able to get more historical data yet? VOLI-NQGI, VOLQ-NQGI, SDEX-NQGI, TDEX-NQGI etc all only have historical data back to April 2023. There should be decades of historical available on these.
[2023-09-17 22:42:28]
SierraFan - Posts: 84
You can subscribe to CFE Exchange. I know you asked about vix cash. Link below is am image of vix futures VXU23_FUT_CFE


https://www.sierrachart.com/image.php?Image=169499029254.png
[2023-09-18 21:46:24]
Sierra_Chart Engineering - Posts: 15556
At this point NASDAQ has not come back to us about more historical data. We will ask again but if we do not get an answer, there is nothing more we can do.
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

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