Support Board
Date/Time: Sun, 24 Nov 2024 06:50:35 +0000
VIX data when market closed, June 19 2024
View Count: 232
| [2024-06-20 01:13:07] |
| joshtrader - Posts: 488 |
|
How is it that VIX_CGI has data for June 19, 2024, a day when SPX is closed and therefore should not be able to price options? I am asking because it leads me to question the source of VIX_CGI. Is it really CBOE, or some other synthetically generated data, perhaps from VIX futures? Attaching photo from CBOE showing that there is no data for today. |
 VIX_CBOE.png / V - Attached On 2024-06-20 01:12:54 UTC - Size: 106.89 KB - 56 views VIX_CGI.png / V - Attached On 2024-06-20 01:12:59 UTC - Size: 80.03 KB - 56 views |
| [2024-06-20 10:02:17] |
| Sierra_Chart Engineering - Posts: 17154 |
|
The volatility index is calculated using SPX options. The options market was actually open in the morning of June 19: https://www.cboe.com/about/hours/us-options/ This is the real CBOE volatility index from the CBOE. And it does not matter what the CBOE is showing themselves in that particular chart. The actual data feed from the CBOE which Sierra Chart uses, is the official reference. 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: 2024-06-20 10:03:38
|
To post a message in this thread, you need to log in with your Sierra Chart account: