CBOE data has stopped updating. VIX, VIX3M, VIX6M, etc. quotes are not loading.
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Which version of Data Extensions do you have?
Did you try again? It could have been a temporary glitch/internet outage/etc.
Here's my result -
I can check into VPN and VPD.
Did you try again? It could have been a temporary glitch/internet outage/etc.
Here's my result -
I can check into VPN and VPD.
Date Extension version 34. I have already tried to remove the extension and reinstall it, rebooted the laptop. And on the second laptop everything works fine. All settings on both laptops are the same.
All other historical providers on this laptop are updated normally
All other historical providers on this laptop are updated normally
Looks like an issue with your own connection to one of the cboe.com's servers. Turn on VPN or switch to another connection and retry.
Generally it’s not useful to uninstall and reinstall WL8 or an extension, it doesn’t change anything unless you’re installing a new version.
There's definitely a problem with VPD and VPN, they may no longer be available. If so, we'll remove the VIX Premium Strategy Indices list.
Works with VPN.
To what date? It updated to 6/9/2025 for you?
We load VPN data up to 9/26/2024 from cache, it needs to be updated from there.
We load VPN data up to 9/26/2024 from cache, it needs to be updated from there.
6/9/2025
Interesting.
When does COBE daily data get updated? It's June 11, 5PM Pacific and I when I refresh I got some data for 10th (VIX, TOTALPC, VIXPC) and some for 11th (VIX3M, VIX1D, VIX6M). Is this expected?
Yes.
EDIT: I mean the late (partial) update of some symbols - that's expected.
EDIT: I mean the late (partial) update of some symbols - that's expected.
So using something like $VIX[idx]<20 (VIX < 20 at close) is using future info? I see that CBOE website has today's data in its historical data. Why the CBOE data provider can not generate data for the same day for $VIX? Any other easy alternatives? Thanks.
If it's after the market close on June 11th and the data are for June 11th (and 10th), why do you think it's using future info?
Re: Alternatives -
IB and Norgate has these series.
Re: Alternatives -
IB and Norgate has these series.
@dmitry7 - I really don't know how you got updates for VPN and VPD from CBOE with Data Extensions Build 34, but it will be fixed (at least for me) in build 35.
All the other series seem to be working fine as is. If you're having a problem, try refreshing the data: Historical Providers > CBOE > right click > Delete Local Files.
All the other series seem to be working fine as is. If you're having a problem, try refreshing the data: Historical Providers > CBOE > right click > Delete Local Files.
I believe that CBOE has restricted access for users from Russia. Therefore, with a VPN connected through another country, it is possible to update data. Or Russian telecom operators are restricting access.
That wasn't the problem. There was a url error for VPN and VPD. There really was no way that the provider could have updated those symbols except for what had been loaded in the cache to 9/26/2024. If you got an update, it came from another source , but it couldn't have been CBOE from Data Extensions.
After deleting data (Delete Local Files) - with VPN enabled everything is updated, but with VPN disabled the error is repeated
We're talking about 2 different things.
Me:
VPN and VPD - these are CBOE symbols that you cannot update after 9/26/2024.
You:
VPN - Virtual Private Network.
Me:
VPN and VPD - these are CBOE symbols that you cannot update after 9/26/2024.
You:
VPN - Virtual Private Network.
QUOTE:
If it's after the market close on June 11th and the data are for June 11th (and 10th), why do you think it's using future info?
I meant that if I have a strategy that uses today's VIX close to generate tomorrow's signal, in backtesting I have the data but in reality for live trading I do not have the data after close since $VIX data from CBOE lags by one day.
Using alternative source is a solution to this.
The data doesn't lag by a day. The data from 11 June was available before the market open on 12 June. But sure, use whatever source you're comfortable with.
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