Support Board
Date/Time: Wed, 05 Mar 2025 19:33:34 +0000
Vix Futures Orderflow
View Count: 956
| [2021-12-10 18:57:44] |
| AndyB - Posts: 105 |
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These flows are not right. I just got rid of my IQ feed subscription because i saw sierra now had vix futures data. reading VIX futs flows is an intrical part of my execution strategy. With denali, about 90 percent of the volume is done on the ask with /vx, and 10 percent on the bid. in fact it looks more like it's just counting the total volume and adding it up when using cumulative volume delta. Can you please check on this? I had a colleague confirm that it was this way for them as well. thank you I did submit this same post yesterday but I saw where your support boards were down so not sure if it got through or not so reposting to be safe. |
| [2022-01-05 17:20:10] |
| Luna - Posts: 1 |
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Hello, same problem here, 90% of DOM on BUY side for VX & MVI symbols ... Andy did you find any solution? Thanks in advance. |
| [2022-01-05 17:24:07] |
| AndyB - Posts: 105 |
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The closest thing I found to work was using up/down volume delta, but that’s not at all what I’m looking for. So far, SC has remained silent on remedies for this issue, which is baffling to me.
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| [2022-01-06 21:37:22] |
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We had looked into this issue before, and believed there was an incorrect indication from the exchange, regarding whether a trade is at the bid or ask, but we now realize what the issue is. It was due to a type conversion issue. This will be resolved for the CBOE Futures data feed this evening. Although the prior data cannot be corrected. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-01-06 21:37:33
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| [2022-01-23 12:02:16] |
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We did correct the prior VIX futures data. Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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