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What's wrong with $VIX?

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  • What's wrong with $VIX?

    All other charts will be streched after inserting $VIX as another symbol. Why?
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  • #2
    From what I can see the $VIX plots while others are closed. Look at the times that the chart would update. If you would prefer not to get the off hours trading the vix reports on I would recommend using a time template with the hours you want to collect data verses using the one that does the market hours for the specified symbol.

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    • #3
      I had this chart a long time and I did'nt see this stretch.....so something must have changed. When $VIX will be removed the other symbols are looking fine.

      It's also interesting that $VIX has a session brake at 9:16 and one at 15:12. You mean that's ok?



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      • #4
        9:15 must be middle in the night in the US. What kind of volatility will be measured? The US markets are closed at this time, or not?

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        • #5
          zotti
          The VIX Index has an extended session from 2:15 to 8:15 and then the regular session from 8:30 to 15:15 (al times Central US) which is what causes the shift you see on your other charts when they are time aligned to the $VIX. As an aside you can see that session clearly indicated in the status line for the $VIX symbol in your first chart where I am assuming you were using an Auto time template
          As Avery already explained to you if you do not wish to see the extended hours then just set the time template to 8:30-15:15 CT (or whatever equivalent times for your time zone which seems to be +7 respect to US Central)
          As to the US markets being closed at those times that is not the case for most related futures (including the CBOE's own VIX futures). You can find all related information on the CBOE's site (including an intraday chart that matches eSignal's when plotting all the sessions)
          Alex


          Originally posted by zottl View Post
          I had this chart a long time and I did'nt see this stretch.....so something must have changed. When $VIX will be removed the other symbols are looking fine.

          It's also interesting that $VIX has a session brake at 9:16 and one at 15:12. You mean that's ok?
          9:15 must be middle in the night in the US. What kind of volatility will be measured? The US markets are closed at this time, or not?

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