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Viewing User Profile for: Cyberjoe
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Joined: Aug 18, 2016 07:05 AM
Last Post: Mar 8, 2023 10:09 AM
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Cyberjoe has contributed to 19 posts out of 20869 total posts (0.09%) in 2,410 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » missing split event? Mar 8, 2023 10:09 AM (Total replies: 24)

Thank you!

IQFeed Developer Support » missing split event? Mar 8, 2023 06:38 AM (Total replies: 24)

Hello - there was another VXX reverse split yesterday, but the historical data was not updated. https://indices.cib.barclays/dms/Public%20marketing/Barclays_Bank_PLC_announces_reverse_split_of_iPath_SeriesB_SP500_VIX_ShortTerm_Futures_ETNs.pdf

Data and Content Support » VXX Data Missing Jun 24, 2019 02:53 PM (Total replies: 10)



Thank you!

Data and Content Support » VXX Data Missing May 15, 2019 07:31 AM (Total replies: 10)

Thanks! I really appreciate your flexibility and pragmatism. I will contact support.

Data and Content Support » VXX Data Missing May 14, 2019 12:33 PM (Total replies: 10)

Stephen,

Thanks for your quick response.

Could I please ask for a pragmatic solution, which is stitching together the current time series with your data for "old" VXX prior to January 2018? By the way, this is what Yahoo Finance did.

Rationale:
1. Both "old" VXX, VXXB and "new" VXX are/were issued by the same issuer. The only reason for VXXB's existence was the unfortunate 10-year maturity clause for VXX.
2. All instruments track the same index and have identical fees.
3. Over the "old" VXX/VXXB transition period, daily indicative values were perfectly in sync (please see the first chart https://sixfigureinvesting.com/2018/12/vxx-maturity-vxxb-replacement/ )

If my proposal does not work, it would be great, if you could post your prior-to-January-2018 VXX data for me to create my VXX time series starting in 2009.

Data and Content Support » VXX Data Missing May 14, 2019 11:18 AM (Total replies: 10)

Hi,

It looks as if a lot of the VXX data is missing. The time series starts 2018-01-18, the inception date was January 2009.

I have seen a couple of recent threads about VXX, but I think this issue is new.

Thanks in advance!

Data and Content Support » TVIX - incorrect data Jun 27, 2018 09:37 AM (Total replies: 3)

Thank you for your fast reaction! You're absolutely worth the money.



Data and Content Support » TVIX - incorrect data Jun 27, 2018 07:40 AM (Total replies: 3)

Hi,

Can someone please look at TVIX (2x Long Volatility ETN)? There are several incorrect data points (early Oct 2011, early April 2012, late May 2012, early June 2012). Please see attached chart

Thanks in advance!

Cyberjoe

Data and Content Support » UVXY - split in May 2015 Jan 31, 2017 01:23 PM (Total replies: 4)

Stephen,

Thanks for checking. Based on your confirmation, I realized that I had been confused by NinjaTrader 8's option settings.

As I wanted back-adjusted daily data, I had ticked the corresponding option box. However, somewhere deep in the NinjaTrader online help, there is a warning that one should not select this option, if the historical data is delivered adjusted.

In a nutshell, unchecking the box "adjust for splits - daily data" results in the correct (adjusted) chart.

Thanks again for your help.

Data and Content Support » UVXY - split in May 2015 Jan 30, 2017 08:47 AM (Total replies: 4)

Daily.

Data and Content Support » UVXY - split in May 2015 Jan 30, 2017 07:52 AM (Total replies: 4)

Can you please check the ETF UVXY in May 2015? It looks as if a reverse split was not reflected correctly.

I use NT8, and refreshing the downloaded data does not help.

Thanks in advance!

Data and Content Support » Continuous, back-adjusted Volatility Futures - Roll-over Errors? Aug 19, 2016 12:27 PM (Total replies: 2)

I think there are many roll-over issues throughout the history of the VX future. Please see attached chart, comparing the @VX#C vs. the VIX index. Can someone please check?

Data and Content Support » Historical Data - Lumber @LB#C Aug 19, 2016 12:20 PM (Total replies: 5)

Thank you, Stephen!

Does omitting the leading "@" provide more historical data for other futures, too?

Data and Content Support » Missing Data Gold QCG#C Aug 19, 2016 07:12 AM (Total replies: 3)

Thank you!

Data and Content Support » Historical Data - Lumber @LB#C Aug 18, 2016 10:47 AM (Total replies: 5)

Hi Stephen,

Thanks for your quick response!

Yes, I would like to see more historical data. Actually, I am surprised that there is no data before Oct 2008. Lumber futures have been around forever :-) Other data vendors have daily data going back to the 1960s.

Do you have a factsheet summarizing the availability of data for all or the most frequently traded futures? I could not find anything specific except for the general description which suggests that some US futures go back "as far as 1959". http://www.iqfeed.net/index.cfm?displayaction=data§ion=services

Best,

Cyberjoe

Data and Content Support » Missing Data Gold QCG#C Aug 18, 2016 10:19 AM (Total replies: 3)

It looks as if the period Aug'99 through Dec'99 is missing. I have tried to reload historical data, but to no avail.

Data and Content Support » Historical Data - Lumber @LB#C Aug 18, 2016 10:15 AM (Total replies: 5)

Maybe I am doing something wrong, but it looks as if the daily, continuous Lumber futures data is only available as of October 2008. I am using NinjaTrader 8 and MultiCharts. Can someone please help?

Furthermore, is there any overview of all continuous futures, where I could see how far the data goes back?


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