IBKR has some material online about VIX trading. Among them is this . On page 17 they describe "Settlement Pricing" and "Special Opening Quotations" and say on page 18 that SOQ values are available as index symbol VRO. the IBKR long name for contract VROLINDEX is "CBOE S&P 500 Volatility Index SOQ".
When you grab daily historical bars for VRO:INDEX you get something like what you see below:. Is this what you are looking for? A count value of 1 seems to indicate a new SOQ.
闯ü谤驳别苍
| Date |
OHLC |
count |
| 2022-06-08 |
$24.39 |
1 |
| 2022-06-09 |
$24.39 |
0 |
| 2022-06-10 |
$24.39 |
0 |
| 2022-06-13 |
$24.39 |
0 |
| 2022-06-14 |
$24.39 |
0 |
| 2022-06-15 |
$31.00 |
1 |
| 2022-06-16 |
$31.00 |
0 |
| 2022-06-17 |
$31.00 |
0 |
| 2022-06-21 |
$31.00 |
0 |
| 2022-06-22 |
$30.50 |
1 |
| 2022-06-23 |
$30.50 |
0 |
| 2022-06-24 |
$30.50 |
0 |
| 2022-06-28 |
$30.50 |
0 |
| 2022-06-29 |
$28.93 |
1 |
| 2022-06-30 |
$28.93 |
0 |
| 2022-07-01 |
$28.93 |
0 |
| 2022-07-05 |
$28.93 |
0 |
| 2022-07-06 |
$27.87 |
1 |
| 2022-07-07 |
$27.87 |
0 |
| 2022-07-08 |
$27.87 |
0 |
| 2022-07-11 |
$27.87 |
0 |
| 2022-07-12 |
$27.87 |
0 |
| 2022-07-13 |
$29.15 |
1 |
