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Update Frequency of CBOE Indexes


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Update Frequency of CBOE Indexes

  #1 (permalink)
AM4042
New York, NY
 
Posts: 7 since Mar 2016
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Hello everyone,

How frequently does CBOE update and transmit the prices for the following CBOE indexes (not the futures or Options of these indexes, the actually indexes themselves)?

VIX
VXO
SPX

I ask because I downloaded historical intraday tick data for these three indexes into Sierrachart (from Sierrachart's servers) and the prices seem to only update once a minute.

Does this mean CBOE only updates and transmits their prices once per minute?

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  #3 (permalink)
 
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 mattz   is a Vendor
 
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AM4042 View Post
Hello everyone,

How frequently does CBOE update and transmit the prices for the following CBOE indexes (not the futures or Options of these indexes, the actually indexes themselves)?

VIX
VXO
SPX

I ask because I downloaded historical intraday tick data for these three indexes into Sierrachart (from Sierrachart's servers) and the prices seem to only update once a minute.

Does this mean CBOE only updates and transmits their prices once per minute?

If you are not subscribing to the CBOE data then you are not getting real time data. The VIX futures could not change by the second/millisecond if the cash changes by the minute. You need to subscribe to real time data.

Matt Z
Optimus Futures

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AM4042 View Post
Hello everyone,

How frequently does CBOE update and transmit the prices for the following CBOE indexes (not the futures or Options of these indexes, the actually indexes themselves)?

VIX
VXO
SPX

I ask because I downloaded historical intraday tick data for these three indexes into Sierrachart (from Sierrachart's servers) and the prices seem to only update once a minute.

Does this mean CBOE only updates and transmits their prices once per minute?



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