Problem retrieving VIX futures post December 2023 in Eikon API

Hello,

According the Reuters Notification, the RIC syntax for the futures of the VIX (see : DN062837) if the following ex: VXK2m.

My question is what syntax to use to retrieve the VIX future for January 2024?

I was able to get the time series for January 2004 <VXF4^0> and for January 2014 <VXF4^1>, but no clue what to do to get the future for January 2024. For info: <VXF4^2> is not working since the "^X" is only usable to browse expired of those which will expire in the end of current month.

Thank you,

Dmitry Prokofyev

Best Answer

Answers

Welcome!

It looks like you're new here. Sign in or register to get started.

Welcome!

It looks like you're new here. Sign in or register to get started.