Support Board
Date/Time: Sat, 28 Dec 2024 08:05:05 +0000
Post From: Missing data on intraday VIX chart
| [2016-02-29 21:27:48] |
| User787032 - Posts: 37 |
|
I use the CQG FIX data service via my broker, AMP Futures. Recently I subscribed to the VIX intraday data feed. I've noticed that on my Sierra Chart platform I'm missing some entries for the VIX intraday data. For example, on a 1 minute chart of the VXJ16 futures contract, although most of the bars are at 1 minute intervals, quite often there will be a gap of 2 or 3 minutes, or very occasionally, 5 or more minutes between bars. I checked with support at AMP Futures and CQG and they suggested I contact you for any information regarding problems with this data feed. Can you let me know if this is a known problem with VIX futures contracts, and/or if there is a solution that I can apply to fix it? |