|
PureBytes Links
Trading Reference Links
|
Lionel:
I'm not sure I understand your last message. After reading it, I proceeded
as follows
I opened QP's display program and typed in !VIX and got a full screen
(12/9/99 - 1/31/01) of daily plots of the HLC. For the !VXN, there were only
four days of HLC displayed since QP has just added this to their data base.
While the QP display does not show the Open prices (or at least to these old
eyes), I checked the QP data used in my MetaStock files by opening the data
file with the MS DownLoader and the Open values are there. My data base has
!VIX values of OHLC back to 1/2/97.
I hope this helps,
Jim Barone
----- Original Message -----
From: Lionel Issen <lissen@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Thursday, February 01, 2001 2:37 PM
Subject: Re: CBOE volatility indicator
> The QP data only goes back a few days. When I queried them on it they said
> that the historical data only gives the close. they are not including it
> because the current data in QP gives the H L C.
>
> Thanks for the site address, I'll take a look.
> Lionel Issen
> lissen@xxxxxxxxxxxxxx
> ----- Original Message -----
> From: <wooglin.org@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Thursday, February 01, 2001 11:15 AM
> Subject: Re: CBOE volatility indicator
>
>
> > Go To:
> >
> > http://www.cboe.com/tools/statistics/summeriz.asp
> >
> > This site gives the daily values and has a calendar to select the date
for
> > historical values. The rule is to buy when the VIX is high and sell when
> it
> > is low. Over the years, the VIX has drifted higher and higher so it is
> > difficult to use as a good predictor.
> >
> > If you use Quotes Plus as your data vendor, the VIX is in your data
base.
> >
> > Jim Barone
> >
> > ----- Original Message -----
> > From: Lionel Issen <lissen@xxxxxxxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Thursday, February 01, 2001 10:13 AM
> > Subject: CBOE volatility indicator
> >
> >
> > > Is there a site where I can download historical data for the CBOE
> > volatility
> > > indicator, VIX. Quotes Plus uses !VIX for the symbol.
> > >
> > > How is this index interpreted?
> > >
> > > Lionel Issen
> > > lissen@xxxxxxxxxxxxxx
> > >
> >
>
|