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VIX close not available before 930am

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    VIX close not available before 930am

    Hey guys I noticed that in real-time testing the VIX series from the previous day is not available until after 930am, however in backtest it is available.

    I have a strategy that trades the ES futures between 830am and 4pm. If i were to add the daily VIX series to my strategy

    Add("^VIX", PeriodType.Minute, 1440);

    If I were to code something like Print(Closes[1][0]) for the above series it before 930am it gives me the close of the vix from 2 days ago, but if i were to print that after 930am it gives me yesterdays close. Is there anyway to get yesterdays vix close before 930am?

    Thanks,
    EliteTraderNYC

    #2
    Hello EliteTraderNYC,

    Thank you for your post.

    So the open on your PC (time zone) is at 9:30 AM, correct?
    Patrick H.NinjaTrader Customer Service

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      #3
      Yes on the session ES is set to 830am but vix the secondary series is set to 930am

      Comment


        #4
        Hello elitetradernyc,

        Thank you for your response.

        The close is not available until the next bar opens. So the VIX bar's close would not be available until the next bar opens.
        Patrick H.NinjaTrader Customer Service

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