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VIX Index Spot Value Dissemination End Time Change
Thursday, September 23, 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.
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