vix_utils

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Be useful to have the weights available for the [S&P 500 VIX Mid-Term Futures Index](https://www.spglobal.com/spdji/en/documents/methodologies/methodology-sp-vix-futures-indices.pdf).

dougransom

Due to incorrect information about final trade of of vix futures, or any other reason, some decent feedback should be provided to caller/user instead of just a bunch of missing...

dougransom

VX30 Weightings Are Significantly Off VXX Current Holdings

6

Since VXX follows the VX30 index, I would expect he holdings to be close to the calculated VX30 weightings.  

UpsidePotential

URLs for retrieving cash vix data no longer avaliable

3

Hello, it seems that destination URLs for cash VIX assets are no longer avaliable: ``` DEBUG:root: Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vixcurrent.csv lines_to_discard 1 DEBUG:root: Reading URL https://ww2.cboe.com/publish/scheduledtask/mktdata/datahouse/vvixtimeseries.csv lines_to_discard 1 DEBUG:root: Reading URL...

vibarco

Missing Data Dec 2012

1

Missing data for 2012-12-19 to new year for the futures.

dougransom

P1: Can't do sample plot of term structure with today's date (after close) where date of last day market open works.

12

I got sample_plot_term_structure.py working over weekend and it seems to work with yesterday's date (e.g. 2023-03-24 on Sat 3-25). However it doesn't work with today's date well after 16:00 Central/CBOE...

AQuant206

Non-obvious errors are thrown when user calls the synchronous API functions in an event loop. For example, using in [Jupyter](https://github.com/dougransom/vix_utils/issues/19) will result in errors that are net helpful in working...

dougransom

Roll periods and weighting for continuous 30 day maturity can be out by a day

1

These should be minor, but pandas_market_calendars may indicate CBOE was open when it wasn't on the odd holiday, including June 19, 2023.

dougransom

Documentation - Add Some

2

Instead of just the examples and readme.md, some documentation on how to use would be expected.

dougransom

Incorrect comment in example - vixutil -r

1

"What is the command line equivalent of -r so I can use/run src\examples\sample_plots.py? Goal is to display the cash term structure with 1st, 2nd, etc month futures values (VX1, VX2,...

dougransom