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Updated August 22, 2014
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July 4th, 2014, 06:40 PM
columbus OH/USA
Experience: Advanced
Platform: TOS
Broker: TOS
Trading: ES TF NQ, CL NG
Posts: 187 since Mar 2013
Thanks Given: 256
Thanks Received: 248
Was checking on market action for today and saw that the VX futures dropped by 50%
Confirmed by CBOE web site:
CBOE.com
Anyone understand this? Is it a data issue?
This should have a huge effect at Sunday opening if real.
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
July 4th, 2014, 06:47 PM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,557
July 5th, 2014, 09:34 PM
OC, California, USA
Quantoholic
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
Posts: 1,971 since Jun 2009
Thanks Given: 534
Thanks Received: 3,711
Good for my ZIV position.
July 6th, 2014, 01:07 AM
OC, California, USA
Quantoholic
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
Broker: IB, ToS, Kinetick
Trading: stocks, options, futures, VIX
Posts: 1,971 since Jun 2009
Thanks Given: 534
Thanks Received: 3,711
A good source says it's a quote error from the CBOE
August 22nd, 2014, 08:18 PM
Atkinson, NH USA
Legendary Market Wizard
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
Posts: 1,951 since Dec 2010
Thanks Given: 3,042
Thanks Received: 2,397
Does any know of any VIX replay data for ? Doesn't look like you can download it and I didn't record any....
Nil per os
-NJAMC [Generic Programmer]
LOM WIKI: [wiki=NT-Local-Order-Manager-LOM-Guide][/wiki]
Artificial Bee Colony Optimization
Last Updated on August 22, 2014