I have a very few symbols that have not updated in my TDA DataSet since 9/22 EOD. Some symbols are VIX, VIX1Y, VIX3M ...... Suggestions?
Rename
We've got a backup provider for VIX, VIX3M, VIX6M symbols. Their data can be obtained for free via the CBOE provider:
https://www.wealth-lab.com/extension/detail/DataExtensions
https://www.wealth-lab.com/extension/detail/DataExtensions
Eugene beat me to it. Write or call TD and ask them why they stopped serving data for those symbols. Maybe it's a temporary condition.
Thanks for the info. I will take a look at it.
I just spoke to TDA support and upon checking they say that the current data is being supplied to their interface and should be reaching WL7. They also checked and all my settings were correct on their side of the interface.
I wish we could help more, but here's what is happening behind the scenes. For most symbols, for example BBBY, here is our request to TD:
https://api.tdameritrade.com/v1/marketdata/BBBY/pricehistory?periodType=month&frequencyType=daily&frequency=1&endDate=1633132800000&startDate=686966400000&needExtendedHoursData=false
and here is the (partial) response ...
Now, here is the request for VIX:
https://api.tdameritrade.com/v1/marketdata/VIX/pricehistory?periodType=month&frequencyType=daily&frequency=1&endDate=1633132800000&startDate=686966400000&needExtendedHoursData=false
and here is the response ...
So I guess the TD rep is right, the API is sending us a response, it just doesn't contain any data. Maybe emailing them this detailed info might help?
https://api.tdameritrade.com/v1/marketdata/BBBY/pricehistory?periodType=month&frequencyType=daily&frequency=1&endDate=1633132800000&startDate=686966400000&needExtendedHoursData=false
and here is the (partial) response ...
CODE:
{"candles":[{"open":1.125,"high":1.15625,"low":1.04688,"close":1.0625,"volume":77576000,"datetime":707720400000}, {"open":1.09375,"high":1.09375,"low":1.03125,"close":1.03125,"volume":13020800,"datetime":707979600000}, {"open":1.0625,"high":1.07813,"low":1.03125,"close":1.04688,"volume":8281600,"datetime":708066000000},
Now, here is the request for VIX:
https://api.tdameritrade.com/v1/marketdata/VIX/pricehistory?periodType=month&frequencyType=daily&frequency=1&endDate=1633132800000&startDate=686966400000&needExtendedHoursData=false
and here is the response ...
CODE:
{"candles":[],"symbol":"VIX","empty":true}
So I guess the TD rep is right, the API is sending us a response, it just doesn't contain any data. Maybe emailing them this detailed info might help?
Shouldn't the symbol rather be $VIX.X or am I mistaken?
I did some quick Googling and found some info that said the VIX symbols was $VIX.X. I tried it and it's working with TD, at least at my end.
The symbols updated to current values this morning.
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