Is it possible to get VIX data?

Forums ProRealTime English forum General trading discussions Is it possible to get VIX data?

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    I want to use the VIX as reference or as indicator since the VIX is very important and very useful. But it seems PRT doesn’t provide such data, right?


    Hi, im guessing u want it to meassure wether or not your gonna take a trade in an Index, while the VIX is below/above certain levels?


    U cant referance the VIX index to ur algo, so only way to do this is to manually check and then turn on/off.

    That being said, VIX is meassuring the range of daily candles in S&P.



    Sorry, the VIX and the S&P are two different things. There are some  stratergies on VIX and SPY. If you mean one can use the S&P as VIX like, what the useness of the stratergy using combination of VIX and S&P?


    The calculation of VIX is very complecated. A rising VIX doesnÄt always mean a falling S&P, and vise verse.


    You could try using Williams synthetic VIX known as the VIX Fix. I wrote this indicator after reading about it here:



    Hi Vonasi,

    Thanks for the reply. I know this article as well. This is a good alternative. Thanks again!



    Thats very interesting Vonasi, thanks


    @thomas2004ch The Vix and S&P are 2 different things yes, but its important to know that the vix is (from investopedia:) “the VIX is a benchmark index designed specifically to track S&P 500 volatility. ”

    As i said, it just measures how volatile the S&P is. Not exactly “average true range” but it does measure how volatile this 1 index is. As vonasi mentioned, volatile dosnt mean good or bad for the S&P, just means that things are shaking up, big daily candles are happening, at least big daily ranges. I think that what your looking for is to use the Vix as a somewhat filterfor ur systems? “If Vix goes up, then dont trade” kind of thing? Cus u can use options like the one Vonasi said here, or u can use ranges or average true range so on.. (if you just want  a filter that says “dont trade if market is too volatile”.)

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