orbwen
-Interested User-
Posts: 12
Joined: Feb 5, 2011
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Posted: Oct 10, 2011 05:50 PM
Msg. 1 of 2
I'm using IQFeed to pass opening prices and values as early as possible. Listening for over 300 symbols, nearly all came through within a couple minutes of market opening. But VIX.XO is delayed by 15minutes. The first tick update was not reported until 9:46 -- it was for the value at 9:31.
I issued well before the market opened: wVIX.XO And it took 10min to report even the normal status messages with yesterday's value: F,VIX.XO,D,,,48.000,14.270,,,,,,,,,,,,,,,,,,CBOE VOLATILITY INDEX (S&P 500),BVZ VIX,,,,,,,,,, , ,,c,13,3,,,6,13,08/08/2011,04/28/2011,,,,,,,,,, P,VIX.XO,D,36.200,0.,,0,00,0,0,0,0,0,0,,,0.,16:14:49t,,0,36.200,0.,,,20,c,,,,,10/07/2011,,,,,,,,,,,,,0,,,13,3,,00,,,,,,0,,,,,,,13,0,0,16:14:49,,
No other symbols had issues -- just VIX.XO. Suggestions?
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