Hello folks, the premium subscribers among you might have noticed that the DGMV update went missing today – very sorry about that.
This is because the historical VIX futures data download from vixcentral has stopped working as of this past weekend. We haven't heard from them yet, so we're assuming we now have to retool this part of the system.
We were already sourcing the current day's settlement data from CBOE; we will now be looking to use that for the historical data as well. Please stay tuned as it may take us a little while to refactor the data backend.
Apologies for the inconvenience
For any questions or feedback, please get in touch: [email protected] (or just reply to this note)