Hi,
I'm currently attempting to pull the chain for certain futures. When I try:
context.future = continuous_future('VX')
vx_chain = data.current_chain(context.future)
front_contract = vx_chain[0]
I get the error:
IndexError: list index out of range
Yet when I change the future from VX to CL, there is no error. Why can't I pull the data for the VX chain?
All help is appreciated thanks,
Milap
Ok, took me way too long to realize VX futures are only available from Jul 2012. Couldn't find that anywhere in the documentation, and it's weird since VX has been offered since 2004.
Hi Malip,
Sorry for the confusion. If it helps, you can look up the start_date and end_date of a continuous future. I talked a bit about the VIX issue in this comment on another thread. I'm working on a notebook to show the data periods for each of the futures we have on our platform.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
