VIX through CQG?

[Merc]

Has anyone managed to establish a data feed through which they can create a chart of the non-tradeable VIX index? Any guidance would be appreciated...

 

[Liquinaut]

I don't think CQG offers VIX data - or at least I am not aware of that.

IQFeed has VIX as far as I know. You can connect IQFeed as a secondary data provider and use the VIX with the instrument graph study in sync with any of your existing symbols - or independent on a standalone chart.
I do that with the TICK indicator from dxfeed - therefore I haven't used IQFeed data myself. But I have considered them and it should work identical to dxfeed.

 

[Japhro]

I don't think CQG offers VIX data - or at least I am not aware of that.

IQFeed has VIX as far as I know. You can connect IQFeed as a secondary data provider and use the VIX with the instrument graph study in sync with any of your existing symbols - or independent on a standalone chart.
I do that with the TICK indicator from dxfeed - therefore I haven't used IQFeed data myself. But I have considered them and it should work identical to dxfeed.

CQG offers VIX futures data through the CFE exchange, but the VIX index is actually through CBOE. Same company, but 2 different feeds. Another way to chart differences in SP500 volatility is to chart the front-to-near-month spread on VIX futures.