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Date/Time: Sat, 28 Dec 2024 10:55:45 +0000



Post From: CFE exhange: bad Vix symbols with CTS fix

[2015-03-06 01:05:18]
graggy - Posts: 15
Using CQG fix the following 2 symbols both produce correct intraday charts:
F.US.VXH15
F.US.VXJ15

However using CTS fix I see the following.
VX.CBOE_20150300_VX.CBOE_CFE: correct intraday chart.
VX.CBOE_20150400_VX.CBOE_CFE: "Symbol is unknown." message comes up, and no data is displayed.

Also other valid months of the vix future with CTS show as unknown when trying to bring up a chart.

Problem exists in versions 1239 and before.