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Date/Time: Sun, 08 Sep 2024 01:22:34 +0000

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CBOE Global Indexes Historical Data

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[2024-06-03 03:42:58] #1 [Go To First Post]
User50927 - Posts: 91
I was able to download only a few days of SPX historical data from your new data feed, but I need way more than that in order to plot some of my studies. How can I fix that? Thanks.

[2024-06-03 07:12:17] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
You cannot. We simply do not have this data and there is no effort going to be made to obtain it. Since we do not think we can. 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: 2024-06-03 07:12:26

[2024-06-03 08:58:44] #3 [Go To First Post]
User365411 - Posts: 187
You cannot. We simply do not have this data and there is no effort going to be made to obtain it. Since we do not think we can. The usefulness of indexes , unlike futures, is precisely to have a long history to do studies, particularly daily data. If the new feed does not have a history it will probably start to be useful and usable in 4-5 years from now Are you sure you can't backfill at least daily historical data? TY Date Time Of Last Edit: 2024-06-03 09:02:44

[2024-06-03 12:02:34] #4 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Use the symbol $INX for S&P 500 historical end of day data. 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

[2024-06-03 20:16:51] #5 [Go To First Post]
weav - Posts: 30
if you know how to use python, you can open an Interactive Brokers account and create a python script to download historical data for the CBOE indexes you are interested in via the Interactive Brokers API and the ib_insync python library. You then use python again to convert the IB O,H,L,C data to SC scid data format, there are examples on the support board of how to do that - you just need to search for them and adapt the code to your needs. Once you have a historical IB-data-filled SPX_CGI.scid file open a chart in SC and you will have all your historical data from IB plus SC will start backfilling and writing real time data to that file.

[2024-06-04 07:02:17] #6 [Go To First Post]
User365411 - Posts: 187
Thanks weav. yes, I had already thought of using other provider for backfill, especially tradingview for daily data which were the ones I was most interested in, but thanks for the info on IB which I didn't know about Date Time Of Last Edit: 2024-06-04 07:02:36

[2024-06-04 22:01:38] #7 [Go To First Post]
User512353 - Posts: 32
SPX_CGI not having historical data is a big issue. You say that $INX should be used. Why do you not simply copy over the data from $INX.dly (which goes back to 1980-01-02) to SPX_CGI.dly on the server??? But there are more issues: The historical data in $INX.dly and SPX_CGI.dly is different! How can this be, if both are supposed to represent the S&P500 index??? Image documenting the deltas: https://www.sierrachart.com/image.php?Image=1717537856543.png Please explain what the true data sources for these symbols are! And what are the volume numbers in SPX_CGI supposed to mean??? For intraday these are trivial numbers (1 second = volume 1). For historical these cannot be interpreted. Please explain! And furthermore, the historical volume numbers of SPX_CGI are also different from the volume numbers of $INX. And the $INX volumes are definitely closer to reality. Date Time Of Last Edit: 2024-06-04 22:17:18

[2024-07-16 20:45:09] #8 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
We will be adding more historical data, for the S&P 500 index from our CBOE global indices data feed. As soon as possible. We hope in about a week or so. The source of the data, is CBOE. The volume numbers simply indicate price updates. Every price update is a volume of one. 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: 2024-07-16 20:45:47

[2024-07-17 18:40:55] #9 [Go To First Post]
RAVENOUS - Posts: 2
Hello, Could you add more intraday and historical data for the volatility indices? (VIX,VXN). It would be a real advantage to be able to backtest this. Thanks in advance.

[2024-07-17 18:51:02] #10 [Go To First Post]
Sierra_Chart Engineering - Posts: 16292
Yes we are going to do that, we are just getting a little delayed on this. 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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