Hi,
I will appreciate assistance on how to download historical data of CBOE VIX index via Data Scope rest api and UI.
I tried several options via Data Scope UI with the ric ".VIX" but nothing received.
Thank you.
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How to download the historical tick data of CBOE VIX Index?
Hi @atsmus900,
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Thanks,
AHS
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To get the historical Tick data, you need to have permission to access Tick History templates.
For example, I can use TickHistoryTimeAndSalesExtractionRequest to retrieve historical data.
The request looks like this.
{
"ExtractionRequest": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryTimeAndSalesExtractionRequest",
"ContentFieldNames": [
"Trade - Price",
"Trade - Volume",
"Trade - Exchange Time"
],
"IdentifierList": {
"@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",
"InstrumentIdentifiers": [{
"Identifier": ".VIX",
"IdentifierType": "Ric"
}]
},
"Condition": {
"MessageTimeStampIn": "GmtUtc",
"ApplyCorrectionsAndCancellations": false,
"ReportDateRangeType": "Range",
"QueryStartDate": "2022-03-01T00:00:00.000Z",
"QueryEndDate": "2022-03-02T12:00:00.000Z",
"DisplaySourceRIC": true
}
}
}
The output is:
Please let me know the template that you are using.
