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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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Comments
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Mr.

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4/26/2022 12:53 AM
Mr.

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Mr.

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4/26/2022 12:54 AM
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4/26/2022 12:54 AM
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4/26/2022 12:55 AM
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4/26/2022 4:08 AM
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4/26/2022 4:08 AM
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4/26/2022 4:08 AM
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4/26/2022 4:08 AM
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4/26/2022 4:08 AM
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4/26/2022 4:09 AM
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4/26/2022 4:09 AM
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