Hello there,

I am having trouble pulling in ticks from the Vix futures product (@VX#)

This is using both my own custom software (API), and separately, I have tried via the QCollector software

So I think this is an issue on the IQFeed side?

Please can you let me know when this is resolved

Thanks
David

David,

I am not seeing any issues on our side, so if you could provide some additional information it would be helpful. Did this issue just start today (were you previously pulling @VX# data successfully)? Are you able to access the current data for @VX# in the IQFeed Watch Quote Display App? Are all other symbols working properly (including others from the CBOE Futures Exchange)? If after restarting your connection to IQFeed you are still having issues, please let us know what server you are connected to (IP in the connection manager) as well as what specific time-series data you are requesting.

Thanks

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Jay Froscheiser
Vice President, Active Trader Products

Hi Jay,

Yes other symbols are working, and yes have tried restarting etc.

For the @VX# symbol, there seems to be no data since

2017-11-15,08:59:51,13.05,3,134617,13.00,13.05,972720,0,0

So the last daily bar coming through is

2017-11-14,11.60,12.20,11.60,12.05,145137

Can you recheck this?

Thanks,

David

Thanks for the additional information. We will take a look at this and see what is going on with the continuation symbol (#). The tick history is available if you pull the individual contract data @VXZ17.

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Jay Froscheiser
Vice President, Active Trader Products

This should be corrected now. Sorry for the issue but thanks for reporting it so we were able to rectify it quickly.

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Jay Froscheiser
Vice President, Active Trader Products

Great, thanks for your help.