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Hi everyone!
I do not understand why VIX index data starts at 3:15 am in the morning, if you run the attached backtest, you can see what I'm referring to.
Best regards
Cheng
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Fred Painchaud
Hi Li,
I've used VIX just a little so far but from what I've seen, it is from 2:15AM to 3:15PM, CST (Chicago). When I consult external sources, that's also what I see.
If you do “self.Log(data[”VIX"].EndTime)", that's what you'll see.
Fred
Li Cheng
Hi Fred,
Thanks for the information!
I did not know that VIX was based in Chicago time and has data during the period that you stated. This is definitely new information for me. Do you know the time period for NDX and SPX? I'm assuming that they start at 9:30 am EST and ends at 4:00 pm EST.
Best regards
Cheng
Fred Painchaud
No problem.
Hmmm yes NDX and SPX are NYC based so EST and should be 9:30AM to 4:00PM.
Fred
Li Cheng
Got you!
Thanks for the information Fred! Much appreciated.
Best
Cheng
Li Cheng
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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