Blueshift does not support VIX index

General
1

I tried implementing a mean reversion strategy based on the VIX index locally, and now I want to deploy it on Blueshift for backtesting and live trading.

Problem: I found that Blueshift does not support the VIX index. It reports the following error:

[ERROR]
Blueshift Alert(b2874382-b175-463c-9001-c2c1fc1942fc)[2023-01-03 00:00:00-05:00](ERROR): Error in strategy: Asset not found ->>> symbol VIX not found. Are you using the correct data-set?..
[PLATFORM]
Blueshift Alert(b2874382-b175-463c-9001-c2c1fc1942fc)[2025-03-24 13:26:32.655187-04:00](PLATFORM): Initiated graceful exit for b2874382-b175-463c-9001-c2c1fc1942fc...

How should I resolve this issue?

2

Hi Rong,

No indices are available for the US equities dataset on Blueshift. VIX futures ETFs are available (e.g., UVXY, SVXY, etc.—availability may vary based on liquidity), but they are not quite the same as the spot index. You could consider using one of these as a proxy, keeping in mind the difference in behavior compared to the VIX index.

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