I know that I can solve this by expanding the chain RIC as per this answer but is there a continuation RIC for VIX futures prior to the RIC structure change in Sep 2012? (after the change, the continuation RIC for the front month contract is VXc1)
11.3k
●25 ●8 ●13
Hi @mdziel,
Not a content expert. I have found the data notification: DN062837 regarding the change. The RIC before Sep 2012 should be <VXc1:VE>
For further question, please open a query to TRTH Content support via MyRefiniriv.
That notification is actually mentioned in the answer I referenced in my original question and I thought that I tried <VXc1:VE> and failed... but it actually seems to work. Anyway, thanks a lot!
Hi @mdziel, I'm sorry. I miss the link you mentioned in the question. Anyway, glad to know that I can help.
