curve
Get the VIX (VX) futures term structure, at mid-morning TWAP or end-of-day levels.
Examples
from openbb import obb
# The current VIX futures term structure.
obb.cboe.futures.curve(provider='cboe')
# The curve as of one or more historical dates.
obb.cboe.futures.curve(symbol='VX_EOD', date='2024-06-25,2024-06-26', provider='cboe')
Parameters
- standard
- cboe
symbol: str
Symbol to get data for.
date: date | str | None | list[date | str | None]
A specific date to get data for. Multiple items allowed for provider(s): cboe.
symbol: str | None
Default: VX_EOD
Description
Symbol to get data for.Default is 'VX_EOD'. Entered dates return the data nearest to the entered date.
'VX_AM' = Mid-Morning TWAP Levels
'VX_EOD' = 4PM Eastern Time Levels
Choices
- VX_AM
- VX_EOD
date: date | str | None | list[date | str | None]
A specific date to get data for. Multiple items allowed for provider(s): cboe.
Returns
results: CboeFuturesCurve
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- cboe
date: date | None | str
The date of the data.
expiration: str
Futures expiration month.
price: float | None
The price of the futures contract.
date: date | None | str
The date of the data.
expiration: str | None
Futures expiration month.
price: float | None
The price of the futures contract.
symbol: str | None
Symbol representing the entity requested in the data.