Plot look goofy for the 30 day expiry

dougransom / vix_utils

vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.

MIT License

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Plot look goofy for the 30 day expiry #8

Closed dougransom closed 1 year ago

dougransom commented 1 year ago

see the graph produced by vix_sample_plots.exe/sample_plots.py.

Maybe the date or interval is off by one.

This is for 2021-02-26.

dougransom commented 1 year ago

fixed