self.add_index("VIX", Resolution.DAILY).symbol
vs
self.add_data(CBOE, "VIX", Resolution.DAILY).symbolÂ
Arev those equivalent? If not, what’s the differnece?
QUANTCONNECT COMMUNITY
self.add_index("VIX", Resolution.DAILY).symbol
vs
self.add_data(CBOE, "VIX", Resolution.DAILY).symbolÂ
Arev those equivalent? If not, what’s the differnece?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Mia Alissi
No, these two methods are not equivalent—here's the important difference and what you should use:
1.
self.add_index("VIX", Resolution.DAILY).symbol2.
self.add_data(CBOE, "VIX", Resolution.DAILY).symbolIn summary:
add_index("VIX", ...)will NOT give you VIX data.add_data(CBOE, "VIX", ...)WILL give you the correct, official CBOE VIX data.Best Practice:
Always use
add_data(CBOE, "VIX", Resolution.DAILY)when you want the genuine CBOE VIX index values in QuantConnect.Common mistake:
New users often try
add_index("VIX")and are puzzled by empty results. To avoid this, remember: the only correct way to get real VIX levels in QC is through theadd_data(CBOE, ...)syntax, targeting the correct dataset.Extra tip:
VIX itself cannot be “traded,” only its futures or options can. And CBOE VIX data is always daily—requesting higher-frequency bars will not work.
If you have more questions about volatility indices, related tickers (like "VXN", "VVIX", etc.), or how to use the data in your algorithm, just ask!
Sources: VIX Daily Price - QuantConnect.com, Requesting Data - QuantConnect.com, VIX Central Contango - QuantConnect.com, Cash Indices - QuantConnect.com
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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