开云体育

Since the end of last year VIX options are trading almost 24/5. However I receive no market data outside the regular trading hours for neither the VIX index itself nor for the VIX options. Am I doing something wrong?

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,

闯ü谤驳别苍