- ago
Hi. Sorry if this is a silly question, but how can I add VVIX (volatility of VIX) which is supplied by the CBOE, to the CBOE dataset? The CBOE dataset seems non-editable?

If I can't, can it be included at your end in the next build, please?

Thanks and regards

Rod

0
164
Solved
8 Replies

Reply

Bookmark

Sort
- ago
#1
You cannot add new symbols to non-editable DataSets. Providers such as CBOE cover only a fixed range of symbols. In fact, symbols may be handled individually under the hood as CBOE used to have multiple 'endpoints' for this (at least in the past).

I'll look into it and let you know if CBOE supports the VVIX for download.

EDIT: At the moment you could take it from Yahoo as ^VVIX.
1
- ago
#2
OK, added VVIX to the CBOE provider for upcoming DataExtensions B26.

1
Best Answer
- ago
#3
Way to go! Now THAT'S service:). Thank you:)
0
- ago
#4
Hi again
While you are at it, could you please add the CBOE VPD and VPN indices? They are the best volatility short systems I have found (improved by a couple of filters). The CBOE API has them (I load them into R).

https://www.cboe.com/us/indices/dashboard/VPN/
https://www.cboe.com/us/indices/dashboard/VPD/

Thanks and best regards
Rod
0
Cone8
 ( 5.88% )
- ago
#5
Give them an inch... :D
1
- ago
#6
So true. :)

But let's still add them in the most usable way - as a new DataSet:

1
Glitch8
 ( 9.28% )
- ago
#7
Nice to see!
2
- ago
#8
"Give them an inch" - ha!:). You guys ROCK!

Merci
Rod
0

Reply

Bookmark

Sort