As I understand Indices are not implemented, Right?
It's kind of a shame that such site doesn't have indices database or maybe it has? What are the sids and how to use them?
Another question: Futures
'CL' works fine, but what about 'VX' -- what is going on?
A sid is an asset. It's something that you can buy and sell. You can't buy an index, so you won't find an index as a sid. Of course, many indices have a tracking ETF, like SPY, and those can be bought and sold.
If you're looking for the actual values of an index, many of them are available in our imported data.
VX is a supported futures contract.
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.
Dan,
First, I meant Index value as a real time market index. Obviously, its not a sid. Lets name it iid(). All Quandl indices are not available real-time and therefore are useless for real-time algo. Obviously, they can be only used for backtesting. Alternatively, if Quantopian couldn't provide real-time market indices for the whole community, why not have them available for live trading through market data subscription of each account holder? Why can't you implement market data feed into currently running live algorithm through owner subscription? So, if i have for example CFE Futures subscription through IB, I should be able to receive VX futures, Right?
Second: If VX is a "supported futures contract", why below code doesn't work?
...
context.futures = continuous_future('VX')
print data.current(context.futures, 'price')
cl_chain = data.current_chain(context.futures)
front_contract = cl_chain[0]
secondary_contract = cl_chain[1]
terciary_contract = cl_chain[2]
print front_contract
print secondary_contract
...
And Third: There must be a way to obtain index value without using Pipeline, just as a quote, as yours environment doesn't allow to run futures on US Equity calendar, so no Pipeline can be used. So, how can I obtain VIX and VXV for example on Futures Calendar?
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.
