richsky888/ivix-real-time-calculator

Get China option market data in real time and calculate ivix index.

iVix Real Time Calculator

Get China option market data in real time and calculate ivix index.

Data source

Wind API

How to use

Make sure you have the access of Wind API. Also make sure that your api is correctly installed in your computer. Then simply run the global file.

What will be done

1. get and save option data in China stock market in real time. This program is extremely optimized and will refresh data fetching every 0.3 sec.
2. Draw the ivix graph as well as the 50etf price change graph.
3. ivix is calculated based on techs in \6.Reference --> the variance exchange method.
4. All trading option will also be presented in program.
5. Vix, etf and options data will be save every time you close the program or market closed.
6. It will send email containing the summary of today's ivix to certain email.