Support Board
Date/Time: Wed, 27 Nov 2024 22:29:03 +0000
CBOE VIX Data Options
View Count: 672
| [2023-06-23 18:37:55] |
| User279754 - Posts: 38 |
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I have been severely impacted by the discontinuation of the CBOE VIX data feed. I spent years developing highly successful and reliable automated trading systems on Sierra Chart and the CBOE VIX data was critical to about 95% of them. I have tested the alternatives that Sierra Chart offers, including CFE VIX futures, the VOLI Index (from Nations), etc. In some cases, these can provide value to my systems, but in general the nuances between these and CBOE data are too substantial to use them as a proper replacement. Are there any options for you to provide the CBOE data at an additional fee to me so I can keep my business running? Or perhaps some means for me to purchase the data directly from CBOE and feed it into Sierra as a 3rd party live data source? I've been a highly satisfied customer for many years now and this one decision has completely upended my IP and disrupted my business. It's highly concerning, given how ubiquitous CBOE VIX data is to market participants, that Sierra Chart would proceed in this manner. I'm really hoping you can help me find some type of reasonable solution. Thank you in advance for your time and consideration. |
| [2023-06-24 08:35:09] |
| Sierra_Chart Engineering - Posts: 17198 |
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Have you tried using this symbol: VOLQ-NQGI You can also get this data from IQ Feed: DTN IQ Feed Data Service Also, for your information this has been the number of users using these index groups in February 2023: S&P Indices 40 Dow Jones Indices 10 CBOE Indices 82 NASDAQ Indices 16 And this usage, has been similar to what we have seen in months prior and years prior. Therefore, the above information does not support this: given how ubiquitous CBOE VIX data is to market participants, that Sierra Chart would proceed in this manner.
These numbers come nowhere even close to justifying the overhead and cost of supporting them. There simply is just not enough interest in them. There never has been and never will be in all of our experience. It just simply does not exist at all. 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: 2023-06-24 09:58:46
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| [2023-06-24 16:04:28] |
| User279754 - Posts: 38 |
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Yes, I've tried VOLQ-NQGI and the data only goes back to late March 2023, so it's useless in building automated trading systems where you need 5-10 years of historical data to train and test on. With the "ubiquitous" comment I was referring to capital markets at large--the VIX is something that market participants (fund managers, analysts, retail investors, etc.) track closely and rely on as an indicator of health and temperament. I believe we can agree this is a widely-accepted fact. Regardless, even if I was the only user on Sierra Chart that used CBOE VIX, I'm stating that the discontinuation of this feed has had severe consequences for my IP and business, and I'm pleading for understanding and assistance in finding a solution. Are you stating that IQ Feed contains the CBOE VIX and I can simply add this service to my Sierra Chart data feeds? It doesn't call out CBOE VIX specifically on their site. Also, just to clarify, would this work as a real-time feed on Sierra Chart? I note the following statements on you DTN IQ overview: Efficient Market Data with Processing on Background Thread: No. You need to use one of the Real-time Exchange Data Feeds Available from Sierra Chart for background thread processing. Processing of Historical Downloaded Data on Background Thread: No. You need to use one of the Real-time Exchange Data Feeds Available from Sierra Chart for background thread processing. Thank you again for your time and consideration. |
| [2023-06-26 08:03:44] |
| Sierra_Chart Engineering - Posts: 17198 |
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Yes we know about that. We are wanting to get more data from NASDAQ but we have not yet got an answer from them on this: Yes, I've tried VOLQ-NQGI and the data only goes back to late March 2023, so it's useless in building automated trading systems where you need 5-10 years of historical data to train and test on.
Yes: Are you stating that IQ Feed contains the CBOE VIX and I can simply add this service to my Sierra Chart data feeds? Install another installation of Sierra Chart to use with IQ Feed: Using Multiple Data and Trading Services at the Same Time Yes: . Also, just to clarify, would this work as a real-time feed on Sierra Chart?
They do have CBOE indexes: http://www.iqfeed.net/index.cfm?displayaction=data§ion=fees 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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