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Date/Time: Mon, 16 Sep 2024 19:47:58 +0000



Post From: CBOE Global Indexes Historical Data

[2024-06-04 22:01:38]
User512353 - Posts: 38
SPX_CGI not having historical data is a big issue.

You say that $INX should be used.

Why do you not simply copy over the data from $INX.dly (which goes back to 1980-01-02) to SPX_CGI.dly on the server???

But there are more issues:
The historical data in $INX.dly and SPX_CGI.dly is different!
How can this be, if both are supposed to represent the S&P500 index???

Image documenting the deltas:
https://www.sierrachart.com/image.php?Image=1717537856543.png

Please explain what the true data sources for these symbols are!


And what are the volume numbers in SPX_CGI supposed to mean???
For intraday these are trivial numbers (1 second = volume 1).
For historical these cannot be interpreted. Please explain!

And furthermore, the historical volume numbers of SPX_CGI are also different from the volume numbers of $INX. And the $INX volumes are definitely closer to reality.
Date Time Of Last Edit: 2024-06-04 22:17:18