CBOE VXD data from IBKR is not being collected / values are not being downloaded into a db:
CBOE VXD = IB33716359 … you can execute the code below to see the results.
The generated DB / csv file does not contain the index.
create universe
from quantrocket.master import download_master_file, create_universe
download_master_file(“spyx3_stk_etf_ind.csv”,
sids=[“FIBBG000BBV9N3”,“FIBBG000BDTBL9”,“FIBBG000BHR296”,“FIBBG000CX0W11”,“FIBBG000JLGQR8”,“FIBBG000JLK7V0”,“IB33716359”])
create_universe(“a13v-spyx3-unv”, infilepath_or_buffer=“spyx3_stk_etf_ind.csv”, replace=True)
list_universes()
create db for trading
from quantrocket.history import create_ibkr_db
create_ibkr_db(“a13v-spyx3-eod-db”, start_date=“2018-01-04”, universes=[“a13v-spyx3-unv”], bar_size=“1 day”)
from quantrocket.history import list_databases
list_databases()
from quantrocket.history import get_db_config
get_db_config(“a13v-spyx3-eod-db”)
collect data
from quantrocket.history import collect_history
collect_history(“a13v-spyx3-eod-db”)
save excel file with data
import pandas as pd
from quantrocket.history import download_history_file
download_history_file(“a13v-spyx3-eod-db”,
start_date=“2018-01-04”,
fields=[“Open”, “High”, “Low”, “Close”],
filepath_or_buffer=“spyx3_secs_eod.csv”)
prices = pd.read_csv(“spyx3_secs_eod.csv”, parse_dates=[“Date”])
prices.head()