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Date/Time: Thu, 21 Nov 2024 13:01:45 +0000



not receiving CBOE Indices

View Count: 140

[2024-11-15 17:24:14]
User12089 - Posts: 361
not receiving CBOE Indices for the whole of 15th Nov 2024
Date Time Of Last Edit: 2024-11-15 17:24:54
[2024-11-15 19:26:51]
John - SC Support - Posts: 36174
Refer to the following:
US Equities/CFE Data Early Morning Weekday Carrier Maintenance Notification | Post: 400036
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[2024-11-16 13:20:56]
User12089 - Posts: 361
thanks for that, one observation though, having observed previous historical data for VIX from SC is that such maintenance periods are not backfilled - is that correct and if yes can that be rectified?
[2024-11-17 17:49:56]
Sierra_Chart Engineering - Posts: 17133
Tell us specifically what data is missing and we will check on this. We know about Friday, November 15, 2024 and we are going to get that from the exchange.
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
[2024-11-18 12:36:06]
User12089 - Posts: 361
well u can run a simple timeseries query on your historical VIX timeseries and see the gaps yourself - there is no point in me telling u that because it would be less comprehensive and precise as end user of ypur system and data

btw from a system architecture and operation pespective do u accumulate VIX historical data on your SC side / platform or u download it on request from your market data provider on request from the end user each time?
[2024-11-18 14:13:39]
User12089 - Posts: 361
also note, after 15th ie now the follwoing Monday - no other CBOE indicies except VIX seem to be received ..... ie still no data for all CBOE indicies after the maintanence day 15th
[2024-11-18 15:11:26]
User12089 - Posts: 361
TYVIX_CGI - the CBOE 10 year treasury vol index symbol seems to be unknown to the SC Debali Serivce - are u getting data for it at all?
[2024-11-18 17:53:45]
John - SC Support - Posts: 36174
TYVIX_CGI is not a valid symbol. There is a TYX_CGI symbol, and this is working fine today.
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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