VIX Index Spot Value Dissemination End Time Change

Wednesday, October 20, 2021

Please be advised that due to the Cboe VIX spot calculation methodology change announced 9/22/2021 we will start including VIX data through 16:16:00 ET in the following DataShop products effective 9/27/2021:

Equity, ETF & Index Quotes
Equity, ETF & Index Trades
Equity EOD Summary
CSMI Index Quotes
CSMI EOD Quotes
VIX Index Values

Overview

Effective September 27, 2021, the Cboe Volatility Index (VIX) spot value dissemination end time will change.

Symbol	Channel	Current Dissemination End Time	New Dissemination End Time Effective 9/27/2021
VIX	CSMI Main Channel	16:15:00 ET	16:15:15 ET

If you are interested in specific details around the calculation methodology change, please review the Addendum 2 to the VIX White Paper linked below:

https://cdn.cboe.com/resources/vix/09.27.2021_Addendum_2_to_VIX_White_Paper.pdf

Please contact Support@LiveVol.com with any questions.