According to the ContractDetaills object, VIX index "trading hours" on work days are (US/Central time):
- 02:15 to 08:15
- 08:30 to 16:00
We don't do options, but I just grabbed the ContractDetails for object for "VIX 220518C00025000". Trading hours are (US/Central time)
- 19:15 to 08:15 next day (Sun through Thu)
- 08:15 to 15:15 (Mon through Fri)
So there are three hours in the late afternoon where you'd get no market data.
Hope this helps,
´³¨¹°ù²µ±ð²Ô
