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Cyberjoe has contributed to 21 posts out of 21184 total posts
(0.10%) in 2,801 days (0.01 posts per day).
20 Most recent posts:
Thanks for fixing UVXY and VIXY so quickly!
Hi,
There was a 10:1 reverse split on Friday: https://www.proshares.com/press-releases/proshares-announces-etf-share-splits
Can you please back-adjust the data?
Regarding the two other ETFs mentioned in the ProShares press release, VIXY isn't updated either, but BOIL is.
Thanks in advance!
Thank you!
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
Thank you!
Thanks! I really appreciate your flexibility and pragmatism. I will contact support.
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.
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!
Thank you for your fast reaction! You're absolutely worth the money.
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
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.
Daily.
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!
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?
Thank you, Stephen!
Does omitting the leading "@" provide more historical data for other futures, too?
Thank you!
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
It looks as if the period Aug'99 through Dec'99 is missing. I have tried to reload historical data, but to no avail.
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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