Share New Research 
I'm using the code snipplet outlined in this thread:
https://www.quantconnect.com/forum/discussion/10951/intraday-vix-data-available-through-options-and-visible-in-data-manager-but-not-through-index/p1/comment-31235When I use the original dates in the strategy example from that thread, it works.
When I use any dates in April 2021 it no longer logs any data (see comments next to dates):
class FatOrangePelican(QCAlgorithm):
def Initialize(self):
# Works for these dates:
#self.SetStartDate(2021, 1, 4);
#self.SetEndDate(2021, 1, 9);
# Does not work for these dates:
self.SetStartDate(2021, 4, 4);
self.SetEndDate(2021, 4, 9);
self.SetCash(1000000);
ticker = 'VIX'
self.index_symbol = self.AddIndex(ticker, Resolution.Minute).Symbol
def OnData(self, data):
if data.ContainsKey(self.index_symbol):
self.Log(data[self.index_symbol].Close)
Jared Broad
Hi Brian, it's just not officially released yet so there is simply no data for the month. =) We're working night and day to get it into production! =)
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Brian Sax
Ahhh that makes sense then :-) Thanks for the update and I'm looking forward to it being implemented!
Brian Sax
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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