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
Comment