Downloading VIX historical data from IB/TWS

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cdickerm
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Downloading VIX historical data from IB/TWS

Postby cdickerm » 29 Sep 2012

Has anyone had any luck download the CBOE Volatility Index data from TWS? If so, would you please share the method and symbol that works? I've tried the obvious tickers like VIX and $VIX, but I don't get a positive response from the TWS. All VIX ETFs and ETNs that I have seen don't precisely track the VIX, or is there one out there that I have not discovered yet?

Thanks for your help,
Carey

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TJ
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Re: Downloading VIX historical data from IB/TWS

Postby TJ » 29 Sep 2012

Has anyone had any luck download the CBOE Volatility Index data from TWS? If so, would you please share the method and symbol that works? I've tried the obvious tickers like VIX and $VIX, but I don't get a positive response from the TWS. All VIX ETFs and ETNs that I have seen don't precisely track the VIX, or is there one out there that I have not discovered yet?

Thanks for your help,
Carey
I believe you can only get VIX in real time,
ie. no historical data from TWS.

Can someone please confirm?

cdickerm
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Re: Downloading VIX historical data from IB/TWS

Postby cdickerm » 29 Sep 2012

Thanks for your response. OK that makes sense from how TWS responds to requests. Though that is awfully whacky that VIX data is not readily available, especially when you consider that even the most basic free charting software out there allow such access.

Presumably, one should be able to download VIX data from Yahoo quotes, among others, and then upload the data to MC, no?

Thanks again,
Carey

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Henry MultiСharts
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Re: Downloading VIX historical data from IB/TWS

Postby Henry MultiСharts » 01 Oct 2012

Carey, are you able to get historical data in IB TWS for VIX instrument ?

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Re: Downloading VIX historical data from IB/TWS

Postby seneca » 09 Oct 2012

Just in case that the issue has not been resolved yet - I can get VIX historical data (several months of minute data) via TWS with the setting as displayed in the image below. Exchange is CFE. Hope this helps.
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