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Is it somehow possible to retrieve the weekly settlement price of the VIX via the API? And if so when is it available??

So far I fetch it directly from ?but I hoped to get it via the API little earlier.

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

Wonderful! Thank you so much. This was exactly what I was looking for.

Glad this helped. And I learned a few new VIX tidbits, too.

闯ü谤驳别苍

On Fri, Jul 15, 2022 at 12:30 AM, Despair wrote: