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Date/Time: Thu, 28 Nov 2024 01:44:50 +0000



No CBOE Indices data

View Count: 651

[2023-05-03 11:18:35]
Andre - Posts: 31
Hi,

With the update, I dont receive CBOE Indices data e.g. $VIX, $TNX any more.

I have reactivated all sercives and am being charged for FULL CME Group data. I did not find another service that indicates that the data stream has switched to.

Can you pleas point me into the right direction?

Thank you very much in advance for your help.

Kind regards,
Andre
[2023-05-03 15:00:26]
John - SC Support - Posts: 36350
We no longer offer the CBOE indices.

Rather, we have, at no cost, the "NASDAQ Global Indices", which is enabled for your account. Refer to the information here:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#NASDAQGlobalIndexDataFeed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-05-04 06:42:49]
Andre - Posts: 31
Hi John

Sorry one more question.

I found the NDX VIX(VOLQ) but not the “normal” VIX and looked through all the other NASDAQ indices but other VIX tickers like 3m VIX ($VXV) are not there anymore.

I am guessing many of your users working with vix, 3m vix etc. is there a way to access this data again?

Thank you
[2023-05-04 10:17:15]
Sierra_Chart Engineering - Posts: 17199
The actual CBOE Indexes are no longer available. You can see if there any other equivalents through NASDAQ Global Indexes:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#NASDAQGlobalIndexDataFeed

There are about 10,000 symbols available.
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: 2023-05-04 10:17:21
[2023-05-04 10:21:44]
Andre - Posts: 31
I checked them on an xls spreadsheet. The actual VIX is not on it.

Guess many use it since it is a common part of systems so would be great if you could reach out to NASDAQ and see if they can add it.

Thank you.
[2023-05-27 15:05:25]
af_99 - Posts: 22
Any news on that? Is VIX no longer available? What is the replacement?
[2023-05-28 08:24:49]
Borubar - Posts: 17
Replacement for VIX is VOLI.

The Nations Large Cap VolDex Index (VOLI®) measures the implied volatility of a hypothetical precisely at-the-money SPY (SPDR S&P 500 ETF) option with
precisely 30 days to expiration. Correlation to S&P -0.73; Correlation to VIX: 0.96.

If you want know more about VOLI check:
https://nations.com/wp-content/uploads/2023/01/Nations-Large-Cap-VolDex-Index.pdf
[2023-05-29 08:29:47]
Sierra_Chart Engineering - Posts: 17199
The CBOE S&P 500 Volatility index replacement with our new NASDAQ Global Indexes data feed is:
VOLQ-NQGI


For more information, refer to:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#NASDAQGlobalIndexDataFeed
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: 2023-05-29 08:30:25
[2023-06-11 23:19:26]
User279754 - Posts: 38
I have access to NASDAQ Global Indexes data feed and attempted to load VOLQ-NQGI and received a Download Failed error message that it was an Invalid Symbol. Please advise.
Date Time Of Last Edit: 2023-06-11 23:19:40
[2023-06-12 03:48:11]
Sierra_Chart Engineering - Posts: 17199
You must update Sierra Chart to the current version:
Software Download: Fast Update
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
[2023-06-12 13:51:24]
User279754 - Posts: 38
The historical data for VOLQ-NQGI only goes back to 3/29/2023 it appears; however, the Nations.com pdf (https://nations.com/wp-content/uploads/2023/01/Nations-Large-Cap-VolDex-Index.pdf) implies there is data back to 2005. Can we please get this historical data added? There's no way to do back testing of automated systems with just two months of data.
[2023-06-12 15:09:54]
Sierra_Chart Engineering - Posts: 17199
We are checking with NASDAQ again regarding getting more historical data. Currently we do not have it.
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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