Navigation

• Main Page
  • Login/Logout
  • Create Account
• Category List
• Knowledge Base
  • FAQ
  • Errors
  • Open Issues
  • API
• Tutorial Videos
• Traders Tips
• Indicator documentation
  • Standard
  • TASC
  • Community
• Addin examples
  • ChartStyles
  • Commissions
  • Components
  • IndexDefinitions
  • Optimizers
  • PosSizers
  • Providers
  • Rules
  • ScoreCard
  • Strategies
  • Visualizers
    

Quick Search
»
Advanced Search »

CBOE static data provider

What it is

This is a static provider that downloads daily historical Put/Call Ratio data from Chicago Board Options Exchange (CBOE). The following CBOE Volume and Put/Call Ratio data are available:

• CBOE Total Put/Call Ratio and Exchange Volume (1995 to present) - TOTALPC
• CBOE Index Put/Call Ratio and Volume (2003 to present) - INDEXPC
• CBOE Equity Put/Call Ratio and Volume (2003 to present) - EQUITYPC
• CBOE S&P 500 Index® (SPX®) Put/Call Ratio (2010 to present) - SPXPC
• CBOE Volatility Index® (VIX®) Put/Call Ratios (2006 to present) - VIXPC
• CBOE volatility indices:
  • CBOE S&P 500® 3-Month Volatility Index® - VXV
  • CBOE Volatility Index® - VIX
  • CBOE Nasdaq-100 Volatility Index - VXN
  • CBOE DJIA Volatility Index - VXD
    

At least one symbol should be selected before creating a DataSet. Note that the symbol names are fixed and can not be changed. The DataSet composition can't be changed after creating; if you want to modify it, simply create a new one and delete the old one.

The Put/Call Ratios only contain the closing prices:


The CBOE volatility indices are available as OHLC: