CBOEVIX Data not available for the Refinitiv Eikong API on R, I already have the license required to
For almost two years I have been using the R API to download some data for an Option Strategy, which includes VIX and S&P values. Since May, the VIX Data became an extra service, which I am paying for. Nevertheless, the VIX Data works only on Excel, my code finds no data for it when trying to retrieve it, while all the other values will be download as usual.
Best Answer
-
I just did it with different Securities to be sure, and the issue is that for CBOEVIX I get Value: "NA", while all the other show a value, which makes sense, since it is the only security also not working in my code. I know that VIX requires since May an extra license to see the data, but I do have it, and I can even pull data on Excel for this same ticker!
{"DataResponse": {"AdditionalResponses": null,
"DataTypeNames": null,
"DataTypeValues": [{"DataType": "PI",
"SymbolValues": [{
"Currency": "NA",
"Symbol": "CBOEVIX",
"Type": 6,
"Value": "NA"}
]
}
],
"Dates": [
"2023-07-18T00:00:00"
],
"SymbolNames": null,
"Tag": null
},
"Properties": null
}
0
Answers
-
Thank you for reaching out to us.
Are you using the Datastream R library (DatastreamDSWS2R)?
I ran the following code and could get the data properly.
For Eikon Data API for R, the code is:
get_data(instruments = list(".VIX"),
fields = list("TR.PriceClose"))Please share the code that you are using.
0 -
Yes, I am using DatastreamDSWS2R
This is the formula I use to get the data for VIX and other Indexes.
PARA[['VOLA_UNDERL_HEADER']] = 'VIX'
PARA[['VOLA_UNDERL_DS_DATA_KEY']] = 'CBOEVIX'
PARA[['VOLA_UNDERL_DS_DATA_VALUE_TYPE']] = 'PI'
All of the rest are working (and have been for 2 years) but since VIX data became a separate subscription, I get this error on my Logs, and I dot understand why this is happening.
INFO [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-16: Retrieve data from DS
WARN [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-16: Retrieved data is not valid! Value: NA
INFO [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-17: Retrieve data from DS
WARN [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-17: Retrieved data is not valid! Value: NA
INFO [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-18: Retrieve data from DS
WARN [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-18: Retrieved data is not valid! Value: NA
INFO [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-19: Retrieve data from DS
WARN [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-19: Retrieved data is not valid! Value: NA
INFO [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-20: Retrieve data from DS
WARN [2023-07-17 11:49:16] CBOEVIX|PI|2023-01-20: Retrieved data is not valid! Value: NA
Thanks
0 -
You can check the request at https://product.datastream.com/DswsClient/Docs/TestRestV1.aspx.
First, use the Get Token to get a token.
Then, use the retrieved token with the Get Data to retrieve PI for CBOEVIX.
The retrieved response should be like this:
{"DataResponse": {"AdditionalResponses": null,
"DataTypeNames": null,
"DataTypeValues": [{"DataType": "PI",
"SymbolValues": [{
"Currency": "U$",
"Symbol": "CBOEVIX",
"Type": 5,
"Value": 13.3
}
]
}
],
"Dates": [
"2023-07-18T00:00:00"
],
"SymbolNames": null,
"Tag": null
},
"Properties": null
}0 -
Categories
- All Categories
- 6 AHS
- 39 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛