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QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE Class Reference

Chicago Board Options Exchange More...

Static Public Attributes

const string ChinaETFVolatilityIndex = "$VXFXICLS"
 CBOE China ETF Volatility Index More...
 
const string CrudeOilETFVolatilityIndex = "$OVXCLS"
 CBOE Crude Oil ETF Volatility Index More...
 
const string EmergingMarketsETFVolatilityIndex = "$VXEEMCLS"
 CBOE Emerging Markets ETF Volatility Index More...
 
const string GoldETFVolatilityIndex = "$GVZCLS"
 CBOE Gold ETF Volatility Index More...
 
const string TenYearTreasuryNoteVolatilityFutures = "$VXTYN"
 CBOE 10-Year Treasury Note Volatility Futures More...
 
const string VIX = "$VIXCLS"
 CBOE Volatility Index: VIX More...
 
const string VXO = "$VXOCLS"
 CBOE S&P 100 Volatility Index: VXO More...
 
const string VXV = "$VXVCLS"
 CBOE S&P 500 3-Month Volatility Index More...
 

Detailed Description

Chicago Board Options Exchange

Definition at line 118 of file EconomicDataSources.cs.

Member Data Documentation

◆ ChinaETFVolatilityIndex

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.ChinaETFVolatilityIndex = "$VXFXICLS"
static

CBOE China ETF Volatility Index

Source: https://fred.stlouisfed.org/series/VXFXICLS

Definition at line 126 of file EconomicDataSources.cs.

◆ CrudeOilETFVolatilityIndex

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.CrudeOilETFVolatilityIndex = "$OVXCLS"
static

CBOE Crude Oil ETF Volatility Index

Source: https://fred.stlouisfed.org/series/OVXCLS

Definition at line 134 of file EconomicDataSources.cs.

◆ EmergingMarketsETFVolatilityIndex

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.EmergingMarketsETFVolatilityIndex = "$VXEEMCLS"
static

CBOE Emerging Markets ETF Volatility Index

Source: https://fred.stlouisfed.org/series/VXEEMCLS

Definition at line 142 of file EconomicDataSources.cs.

◆ GoldETFVolatilityIndex

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.GoldETFVolatilityIndex = "$GVZCLS"
static

CBOE Gold ETF Volatility Index

Source: https://fred.stlouisfed.org/series/GVZCLS

Definition at line 150 of file EconomicDataSources.cs.

◆ TenYearTreasuryNoteVolatilityFutures

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.TenYearTreasuryNoteVolatilityFutures = "$VXTYN"
static

CBOE 10-Year Treasury Note Volatility Futures

Source: https://fred.stlouisfed.org/series/VXTYN

Definition at line 158 of file EconomicDataSources.cs.

◆ VIX

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.VIX = "$VIXCLS"
static

CBOE Volatility Index: VIX

Source: https://fred.stlouisfed.org/series/VIXCLS

Definition at line 166 of file EconomicDataSources.cs.

◆ VXO

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.VXO = "$VXOCLS"
static

CBOE S&P 100 Volatility Index: VXO

Source: https://fred.stlouisfed.org/series/VXOCLS

Definition at line 174 of file EconomicDataSources.cs.

◆ VXV

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.CBOE.VXV = "$VXVCLS"
static

CBOE S&P 500 3-Month Volatility Index

Source: https://fred.stlouisfed.org/series/VXVCLS

Definition at line 182 of file EconomicDataSources.cs.


The documentation for this class was generated from the following file: