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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Continuous, back-adjusted Volatility Futures - Roll-over Errors?
Author Topic: Continuous, back-adjusted Volatility Futures - Roll-over Errors? (3 messages, Page 1 of 1)

Cyberjoe
-Interested User-
Posts: 21
Joined: Aug 18, 2016


Posted: Aug 19, 2016 12:27 PM          Msg. 1 of 3
I think there are many roll-over issues throughout the history of the VX future. Please see attached chart, comparing the @VX#C vs. the VIX index. Can someone please check?



File Attached: VX ##-## (Daily) 2005_12_01 - 2006_03_23.png (downloaded 1054 times)

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Aug 19, 2016 01:38 PM          Msg. 2 of 3
Thank you, we will review the data on VXX rollover and respond in a timely manner.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Aug 19, 2016 03:28 PM          Msg. 3 of 3
VXX has been corrected. Please reload your charts.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

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