VIX3M Intraday data from Fidelity?
Author: giorgos
Creation Date: 11/21/2019 4:20 PM
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giorgos

#1

11/21/2019 4:20 PM

I use CBOE to download VIX3M daily data. Fidelity ATP platform has the intraday data for VIX3M but when I try to create a 5min Dataset using Fidelity tor this symbol I get nothing. Any suggestions?
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Eugene

#2

11/21/2019 4:33 PM

Off the top of my head,

1. Fidelity ATP and WLP platforms may use different sources of data.
2. Intraday data for this symbol may not be supported.
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Cone

#3

11/22/2019 6:23 PM

1. Actually, I think they hit the same sources
2. Maybe, but it is in this case.

Try .VIX3M with the "." in front.
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Eugene

#4

11/22/2019 6:34 PM

Good catch :) Every data provider likes to have its own symbology for everything.
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giorgos

#5

11/27/2019 4:42 AM

Thanks that works but in ATP no dot required
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