Hi!
I want to setup indexes in my dataset, but nothing happens when I specify VIX or SPX symbol – all of them stays gray and keep NaN in price fields when I press "Update DataSet". Also there is no errors in log (except if I put invalid specification).
Historical Data Loading Testbed says
I have latest builds of WL and IB extension, market data subscription is active.
I tried to request historical data directly through the TWS API and it worked. Also it works in Multicharts with the same TWS.
Dataset symbols, that I tried:
What I'm doing wrong?
I want to setup indexes in my dataset, but nothing happens when I specify VIX or SPX symbol – all of them stays gray and keep NaN in price fields when I press "Update DataSet". Also there is no errors in log (except if I put invalid specification).
Historical Data Loading Testbed says
QUOTE:
The Data provider returned null
I have latest builds of WL and IB extension, market data subscription is active.
I tried to request historical data directly through the TWS API and it worked. Also it works in Multicharts with the same TWS.
Dataset symbols, that I tried:
CODE:
VIX VIX;IND VIX;IND;USD;CBOE VIX;IND;USD;CBOE;1000 VIX;INDEX;USD;CBOE SPX SPX;IND;USD;CBOE
What I'm doing wrong?
Rename
IND is one group of symbols that I haven't paid any attention to. Anyway, the proper specification would be:
SPX;IND;USD;CBOE
VIX;IND;USD;CBOE
The provider is properly identifying the contracts, but I'm not getting any data back for the request. I'll have to look into why.
SPX;IND;USD;CBOE
VIX;IND;USD;CBOE
The provider is properly identifying the contracts, but I'm not getting any data back for the request. I'll have to look into why.
Okay, I see why. We're ignoring zero-volume bars for everything except CASH contracts. We need to include IND for that... will be there for Build 18.
Thanks for confirming the bug! What is the expected release date for the new build?
We don't have an ETA yet since development on B46 has just started yesterday. However, there is a historical provider that you can already use to get the CBOE data for Put/Call Ratio and volatility indices. It is part of DataExtensions: https://www.wealth-lab.com/extension/detail/DataExtensions
Eugene, thank you for a suggestion, but I need a real-time intraday data.
Among suggested providers, only TwelveData have VIX/SPX real-time intraday data, but it much more expensive than IB.
I don't asking for an exact release time of new build, I'll be satisfied with the approximate time estimate, like a "it could take from one to two weeks".
Among suggested providers, only TwelveData have VIX/SPX real-time intraday data, but it much more expensive than IB.
I don't asking for an exact release time of new build, I'll be satisfied with the approximate time estimate, like a "it could take from one to two weeks".
I don't think we've gone more than 2 weeks without a release since last March! 2 weeks tops - probably more like 1.
FYI, real-time streaming of indexes data is not working too. Regular stocks and futures works fine.
Yes, I checked that after your last post and made the adjustment for that too ;) Ready for Build 18. Thanks!
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