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^VIX vs ^VXV volatility data from Yahoo

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    ^VIX vs ^VXV volatility data from Yahoo

    Hi,
    I am connected to CQG (intraday historical data) and Yahoo (daily data) simultaneously.
    I can receive historical daily data for ^VIX from Yahoo, but not for ^VXV. See the screenshot.
    What is the problem? Both symbols (^VIX, ^VXV) are available on Yahoo!

    Thanks for solution
    Peter
    Attached Files

    #2
    Hello Peter Cherry,

    Neither of these indexes are supported by CQG.

    Below is a link to the supported indexes with CQG/Continuum.
    http://www.ninjatrader.com/NinjaTrad...ed-Indexes.php
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi,
      of course they are not supported by CQG. That's why I am also connected to Yahoo for historical daily data of VIX and VXV. It works fine for ^VIX but not for ^VXV. After disconnecting from CQG, it will start working for ^VXV also. Strange...
      Peter

      Comment


        #4
        Hello Peter,

        Thanks for your reply.

        Index data is not supported with Yahoo. You may be able to access data for some instruments however.

        Below I have provided a link to the Understanding the data provided by your connectivity provider section of our help guide.
        http://www.ninjatrader.com/support/h...rical_data.htm
        BrandonNinjaTrader Customer Service

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          #5
          Hi,
          maybe it is not officially supported, but I am able to access both after disconnecting CQG.
          See the screenshot.

          Again, when I am connected simultaneously to CGG+Yahhoo, it is possible access ^VIX only.
          When I am connected to Yahoo only, it is possible access both ^VIX and ^VXV.

          Peter
          Attached Files

          Comment


            #6
            Hello,

            Thanks for your reply.

            You can disable CQG from providing index data so it will only come from Yahoo if you would like. Otherwise you will need to switch between connections to view this data.
            To do this disconnect and go to Tools> Account Connections
            Select your CQG account and press Change
            Select Next on the Manage an Existing Connection and General screens
            Uncheck index data
            BrandonNinjaTrader Customer Service

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              #7
              Thank you, it seems to be fine now (using CQG index data un-check).
              Peter

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