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Date/Time: Sat, 23 Nov 2024 20:04:22 +0000



CBOE feed symbols list

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[2024-06-05 07:47:12]
User365411 - Posts: 189
Three years ago I gave you a list with most important indexes from CBOE
Notice: Replacement for CBOE Indices Historical Daily Data | Post: 250472

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


Most are from the MAIN channel of CBOE feed but if I understand correctly, you have subscribed for the Cboe Global Indices (CGI) only, that have some of them.
https://www.cboe.com/us/indices/indicesproducts/

Since I cannot currently get the list of symbols please could you kindly tell me if all the symbols in the list are available in the feed?

And if they are not available:
1) which ones are available to date
2) if those missing ones will be added

TY
[2024-06-05 14:37:06]
John - SC Support - Posts: 36238
You can get the list of symbols. Follow the instructions at the following link:
File Menu: Getting Symbols
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-06-05 14:38:45]
Sierra_Chart Engineering - Posts: 17150
Many of these indexes are available.

Russell indexes are not available. And there are no plans for those.
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
[2024-06-05 14:52:25]
User278450 - Posts: 4
Most of your list is available in the CBOE Global Indexes data feed:

EVZ_CGI - Cboe EuroCurrency Volatility Index
FVX_CGI - Cboe 5 Year Treasury Yield Index
GVZ_CGI - Cboe Gold ETF Volatility Index
IRX_CGI - Cboe Short-Term Interest Rate Index
OVX_CGI - VIX index for OVX, an ETF on Crude Oil
RVOL_CGI - Cboe Realized Volatility Index
RXM_CGI - Cboe S&P 500 Risk Reversal Index
SKEW_CGI - Cboe SKEW Index
SMILE_CGI - Cboe SMILE Index
TNX_CGI - Cboe Interest Rate 10 Year T Note
TYX_CGI - Cboe 30 Year Treasury Yield Index
VIX_CGI - Cboe Volatility Index
VIX1Y_CGI - Cboe S&P 500 One-Year Volatility Index
VIX3M_CGI - Cboe S&P 500 3 Month Volatility Index
VIX6M_CGI - CBOE S&P 500 6-Month Volatility Index
VIX9D_CGI - CBOE S&P 500 9-Day Volatility Index
VVIX_CGI - Cboe VVIX Index
VXN_CGI - Cboe NASDAQ-100 Volatility Index
RVX_CGI - Cboe Russell 2000 Volatility Index

These symbols aren't on the CBOE Global Indexes site and were possibly discontinued by CBOE. They do not appear to be available to me.
VXGDX - Cboe Gold Miners ETF Volatility Index
VXSLV - Cboe Silver ETF Volatility Index
VXXLE - Cboe Energy Sector ETF Volatility Index
[2024-06-07 16:20:37]
User365411 - Posts: 189
You can get the list of symbols. Follow the instructions at the following link:
File Menu: Getting Symbols
yes, already know, works with binance and cme options symbols, but don't work with CBOE, probably because I'm on service package 5 without denali,
i see listed only the 6 *_CGI default symbols and SPRF01_CGI only in the symbol selection window

2024-06-07 12:21:31.351 | Delayed Data Feed | Sending symbols for exchange request. Exchange: cboe_global_indexes.data
2024-06-07 12:21:31.686 | Delayed Data Feed | Received 1 symbols for Symbols for Exchange (cboe_global_indexes.data) request.
Date Time Of Last Edit: 2024-06-07 16:26:44
[2024-06-07 16:24:55]
User365411 - Posts: 189
Most of your list is available in the CBOE Global Indexes data feed:

thanks User278450, very useful feedback ;)
[2024-06-07 21:16:07]
Sierra_Chart Engineering - Posts: 17150
Yes this is definitely true and you have no access at all to CBOE global indexes data, not even historical data or delayed data:
but don't work with CBOE, probably because I'm on service package 5 without denali,

You need to be on service package 10 or higher and pay the exchange fee.
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: 2024-06-07 21:16:20
[2024-07-25 11:54:56]
User749673 - Posts: 22
S&P 500 SECTOR INDEX has 11 totally.I am able to see only 10 in Sierra chart from XAB to XAY. Communication sector symbol is missing .Kindly help. AVilable symbol is attached in the screen shot
imageS&P 500 SECTOR SYMBOL.png / V - Attached On 2024-07-25 11:54:09 UTC - Size: 27.17 KB - 55 views
Attachment Deleted.
[2024-08-06 03:03:49]
SC Support - Posts: 1895
Hi User749673, its our current plan to add the symbol in question at some point in the next week.

E-mini Communication Services Select Sector Futures
GLOBEX CODE: XAZU4
https://www.cmegroup.com/markets/equities/select-sectors/e-mini-communication-services-select-sector-index.html
[2024-08-06 08:36:47]
user_xyz - Posts: 416
Many of us have been waiting for access to the CBOE symbols, thank you!

VIX, VVIX etc only go back a few months any news on when more historical data will be available, data only goes back few months?
[2024-08-06 09:26:16]
Sierra_Chart Engineering - Posts: 17150
Additional historical data has been requested from the CBOE. We are just waiting for it at this time.
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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