DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum

"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email

"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email

"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken

"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »Data and Content Support »SPX implied volatility

Author	Topic: SPX implied volatility (6 messages, Page 1 of 1)
razv -Interested User- Posts: 4 Joined: Mar 10, 2012	Posted: Mar 10, 2012 06:49 AM Msg. 1 of 6 is there a symbol for the SPX implied volatility? thanks
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Mar 12, 2012 11:15 AM Msg. 2 of 6 Hello Razv, VIX.XO is the IQFeed symbol for the S&P 500 volatility index from the CBOE. If you were thinking of something else, let me know and we will try again.
razv -Interested User- Posts: 4 Joined: Mar 10, 2012	Posted: Mar 12, 2012 11:26 AM Msg. 3 of 6 I was not referring to the VIX. I attached the SPX implied volatility. Here is a print screen of the SPX implied volatility from InteractiveBrokers (last 2 days). You can see is very different from the VIX, which at one point today was -10%. I would like to get this from your feed in order to render the graph in InvestorRT. File Attached: spx implied volatility.png (downloaded 1716 times)
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Mar 12, 2012 11:56 AM Msg. 4 of 6 Hello again, We do not have a symbol for Option Implied Volatility. While your screenshot chart is titled SPX from the CBOE, it looks like the Option Implied Volatility view that you are showing may be a feature of that particular software.
razv -Interested User- Posts: 4 Joined: Mar 10, 2012	Posted: Mar 12, 2012 12:15 PM Msg. 5 of 6 that is the implied volatility of ATM options, which is different from the VIX, because any quote (on BID or ASK) can trigger a trade. For the CBOE's VIX one would can put a quote deep out of the money just to get a higher/lower VIX. On page 6 of this document (www.cboe.com/micro/vix/vixwhite.pdf) you can find how the VIX is calculated and how deep OTM options can influence the VIX. It would be great if DTN could offer a symbol for the SPX IV (which is the implied volatility of ATM options)
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Mar 12, 2012 01:40 PM Msg. 6 of 6 Thanks for the insight Razv. That sounds like a good nomination for our IQFeed Data wish list. If you would like, feel free to add that at: http://forums.dtn.com/index.cfm?page=forum&forumID=15