Support Board
Date/Time: Sun, 08 Sep 2024 00:32:39 +0000
CBOE feed symbols list
View Count: 428
[2024-06-05 07:47:12] |
User365411 - Posts: 187 |
Three years ago I gave you a list with most important indexes from CBOE Notice: Replacement for CBOE Indices Historical Daily Data | Post: 250472 EVZ - Cboe EuroCurrency Volatility Index FVX - Cboe 5 Year Treasury Yield Index GVZ - Cboe Gold ETF Volatility Index IRX - Cboe Short-Term Interest Rate Index OVX - VIX index for OVX, an ETF on Crude Oil RVOL - Cboe Realized Volatility Index RXM - Cboe S&P 500 Risk Reversal Index SKEW - Cboe SKEW Index SMILE - Cboe SMILE Index TNX - Cboe Interest Rate 10 Year T Note TYX - Cboe 30 Year Treasury Yield Index VIX - Cboe Volatility Index VIX1Y - Cboe S&P 500 One-Year Volatility Index VIX3M - Cboe S&P 500 3 Month Volatility Index VIX6M - CBOE S&P 500 6-Month Volatility Index VIX9D - CBOE S&P 500 9-Day Volatility Index VVIX - Cboe VVIX Index VXGDX - Cboe Gold Miners ETF Volatility Index VXN - Cboe NASDAQ-100 Volatility Index VXSLV - Cboe Silver ETF Volatility Index VXXLE - Cboe Energy Sector ETF Volatility Index RVX - Cboe Russell 2000 Volatility Index Most are from the MAIN channel of CBOE feed but if I understand correctly, you have subscribed for the Cboe Global Indices (CGI) only, that have some of them. https://www.cboe.com/us/indices/indicesproducts/ Since I cannot currently get the list of symbols please could you kindly tell me if all the symbols in the list are available in the feed? And if they are not available: 1) which ones are available to date 2) if those missing ones will be added TY |
[2024-06-05 14:37:06] |
John - SC Support - Posts: 34254 |
You can get the list of symbols. Follow the instructions at the following link: File Menu: Getting Symbols For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2024-06-05 14:38:45] |
Sierra_Chart Engineering - Posts: 16292 |
Many of these indexes are available. Russell indexes are not available. And there are no plans for those. 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 |
[2024-06-05 14:52:25] |
User278450 - Posts: 4 |
Most of your list is available in the CBOE Global Indexes data feed: EVZ_CGI - Cboe EuroCurrency Volatility Index FVX_CGI - Cboe 5 Year Treasury Yield Index GVZ_CGI - Cboe Gold ETF Volatility Index IRX_CGI - Cboe Short-Term Interest Rate Index OVX_CGI - VIX index for OVX, an ETF on Crude Oil RVOL_CGI - Cboe Realized Volatility Index RXM_CGI - Cboe S&P 500 Risk Reversal Index SKEW_CGI - Cboe SKEW Index SMILE_CGI - Cboe SMILE Index TNX_CGI - Cboe Interest Rate 10 Year T Note TYX_CGI - Cboe 30 Year Treasury Yield Index VIX_CGI - Cboe Volatility Index VIX1Y_CGI - Cboe S&P 500 One-Year Volatility Index VIX3M_CGI - Cboe S&P 500 3 Month Volatility Index VIX6M_CGI - CBOE S&P 500 6-Month Volatility Index VIX9D_CGI - CBOE S&P 500 9-Day Volatility Index VVIX_CGI - Cboe VVIX Index VXN_CGI - Cboe NASDAQ-100 Volatility Index RVX_CGI - Cboe Russell 2000 Volatility Index These symbols aren't on the CBOE Global Indexes site and were possibly discontinued by CBOE. They do not appear to be available to me. VXGDX - Cboe Gold Miners ETF Volatility Index VXSLV - Cboe Silver ETF Volatility Index VXXLE - Cboe Energy Sector ETF Volatility Index |
[2024-06-07 16:20:37] |
User365411 - Posts: 187 |
You can get the list of symbols. Follow the instructions at the following link:
yes, already know, works with binance and cme options symbols, but don't work with CBOE, probably because I'm on service package 5 without denali,File Menu: Getting Symbols i see listed only the 6 *_CGI default symbols and SPRF01_CGI only in the symbol selection window 2024-06-07 12:21:31.351 | Delayed Data Feed | Sending symbols for exchange request. Exchange: cboe_global_indexes.data 2024-06-07 12:21:31.686 | Delayed Data Feed | Received 1 symbols for Symbols for Exchange (cboe_global_indexes.data) request. Date Time Of Last Edit: 2024-06-07 16:26:44
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[2024-06-07 16:24:55] |
User365411 - Posts: 187 |
Most of your list is available in the CBOE Global Indexes data feed:
thanks User278450, very useful feedback ;) |
[2024-06-07 21:16:07] |
Sierra_Chart Engineering - Posts: 16292 |
Yes this is definitely true and you have no access at all to CBOE global indexes data, not even historical data or delayed data: but don't work with CBOE, probably because I'm on service package 5 without denali,
You need to be on service package 10 or higher and pay the exchange fee. 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: 2024-06-07 21:16:20
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[2024-07-25 11:54:56] |
User749673 - Posts: 22 |
S&P 500 SECTOR INDEX has 11 totally.I am able to see only 10 in Sierra chart from XAB to XAY. Communication sector symbol is missing .Kindly help. AVilable symbol is attached in the screen shot
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[2024-08-06 03:03:49] |
SC Support - Posts: 1876 |
Hi User749673, its our current plan to add the symbol in question at some point in the next week. E-mini Communication Services Select Sector Futures GLOBEX CODE: XAZU4 https://www.cmegroup.com/markets/equities/select-sectors/e-mini-communication-services-select-sector-index.html |
[2024-08-06 08:36:47] |
user_xyz - Posts: 400 |
Many of us have been waiting for access to the CBOE symbols, thank you! VIX, VVIX etc only go back a few months any news on when more historical data will be available, data only goes back few months? |
[2024-08-06 09:26:16] |
Sierra_Chart Engineering - Posts: 16292 |
Additional historical data has been requested from the CBOE. We are just waiting for it at this time.
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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