Hi,
I'm playing around with various VIX indices and was wondering what happens if I subscribe to the VIX3M index with the API invocation
self.AddIndex("VIX3M", Resolution.Minute)
In the backtesting it seems the data is not available but the API call succeeds.
If I wanted to go live with the algo using Interactive Brokers, does this mean that the call will succeed and feed me real VIX3M data from the broker's market data subscription I am using or will it fail?
Is it possible to somehow request symbols from interactive brokers that are absent from QuantConnect datasets?
Thanks
Varad Kabade
Hi Mateusz Berezecki,
Unfortunately, it's not possible to subscribe to VIX3M from Interactive Brokers' data feed because it's not modeled in QuantConnect/Lean. We have created a GitHub issue to address it. subscribe to the following for updates.
Enable CBOE Indexes in Interactive Brokers Live Trading #5752
Best,
Varad Kabade
Mateusz Berezecki
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