RTD for VIX has issues
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I am using the same formula you show there except I am using the MARK instead of LAST and yes I meant the VIX
Normally I only use it at the EOD just as a reference and it was working fine except today I was working during trading hours with RTD in the VBA code that is not updating so I was doing a lot of copy and paste and I just noticed at one point that it was way off
If it was 0 that could have been because the RTD did not update but 9? that raised a lot of suspicion
So I looked at the excel sheet where I was copying from and everything was updated and normal except for VIX so that was kind of an oddball behavior
It's back to normal now but that raises a reliability concern either for the RTD or the data that the RTD is using to get the value
Normally I only use it at the EOD just as a reference and it was working fine except today I was working during trading hours with RTD in the VBA code that is not updating so I was doing a lot of copy and paste and I just noticed at one point that it was way off
If it was 0 that could have been because the RTD did not update but 9? that raised a lot of suspicion
So I looked at the excel sheet where I was copying from and everything was updated and normal except for VIX so that was kind of an oddball behavior
It's back to normal now but that raises a reliability concern either for the RTD or the data that the RTD is using to get the value
Interesting! Thnx for the clarification. I also checked the "MARK", which was working at the time I checked. (so probably not related to the MARK) I hope you continue to post any anomalies you encounter, as it may help us to figure out what is happening, and perhaps develop more robust solutions.
i've seen this phenomenon as well. it's usually cured by changing the topic from last to mark or mark to last.
i've also seen implied volatility being returned instead of mark or last prices. another solution i found that sometimes works, is to close and reload the spreadsheet - anything that will cause a new exchange of the
rtd topics.
the rtd protocol is fairly complex. when the client sends a new request it includes a topic id as well as
the topic (in this case, symbol and mark). the server notifies the client only when data changes. it issues
a callback to the client, which then requests the data from the server. the only data that comes back from
the server is the topic id and the changed value. the client then looks up the id and updates the cell data.
there's plenty of opportunity for things to get out of sync, especially when cell formulas are added, deleted or changed as data is being transferred back and forth. i'm sure this is more information than you want to
know, but it may give a clue where things are getting messed up.
i've also seen implied volatility being returned instead of mark or last prices. another solution i found that sometimes works, is to close and reload the spreadsheet - anything that will cause a new exchange of the
rtd topics.
the rtd protocol is fairly complex. when the client sends a new request it includes a topic id as well as
the topic (in this case, symbol and mark). the server notifies the client only when data changes. it issues
a callback to the client, which then requests the data from the server. the only data that comes back from
the server is the topic id and the changed value. the client then looks up the id and updates the cell data.
there's plenty of opportunity for things to get out of sync, especially when cell formulas are added, deleted or changed as data is being transferred back and forth. i'm sure this is more information than you want to
know, but it may give a clue where things are getting messed up.
Thanks for the explanation although I am not sure that changing from mark to last would fix it but I will try it next time it happens
This wasn't like it was stuck at one point or not updating or it was just a little off like somewhere between the mark and last I actually saw it change from 0 to 9 and back a few times so I am thinking it was pulling the data from somewhere
Could it be that maybe the data feed was lost temporarily and maybe some garbage data got sent instead ? (just speculating)
This wasn't like it was stuck at one point or not updating or it was just a little off like somewhere between the mark and last I actually saw it change from 0 to 9 and back a few times so I am thinking it was pulling the data from somewhere
Could it be that maybe the data feed was lost temporarily and maybe some garbage data got sent instead ? (just speculating)