diff --git a/src/marketdata/registry.yaml b/src/marketdata/registry.yaml index 1058124..149e1cd 100644 --- a/src/marketdata/registry.yaml +++ b/src/marketdata/registry.yaml @@ -70,23 +70,17 @@ Broad Bond ETF: yahoo: "AGG" inception: "2003-09-22" -Volatility Index: - VIX: - yahoo: "^VIX" - inception: "1990-01-02" - note: "CBOE 30-day implied vol index. No corporate actions, so the split/raw tiers are a passthrough. It is an implied-vol series, not a tradable price." - VXN: - yahoo: "^VXN" - inception: "2001-01-23" - note: "CBOE Nasdaq-100 implied vol. Implied series, not tradable. Realized counterpart: NQ." - OVX: - yahoo: "^OVX" - inception: "2007-05-10" - note: "CBOE crude-oil ETF (USO) implied vol. Implied series, not tradable. Realized counterpart: CL." - GVZ: - yahoo: "^GVZ" - inception: "2008-06-03" - note: "CBOE gold ETF (GLD) implied vol. Implied series, not tradable. Realized counterpart: GC." +# The four CBOE implied-vol indices (VIX, VXN, OVX, GVZ) were removed on 2026-08-21. +# They were fetchable but nothing in the store's own governance kept them: the workspace +# notes had recorded them as "deliberately let go" since July while they sat here in the +# registry, so every unscoped `--bars --domain equities` fetched them back. The prose and +# the registry disagreed, and the registry is what runs. +# +# CONSEQUENCE, recorded because it is not visible from here: npf/trading_riot maps all +# four to a realized counterpart (VIX->ES, VXN->NQ, OVX->CL, GVZ->GC) for a variance +# risk premium study, and its data.py documents fetching them with +# `--bars --symbols VIX`. That command now reports "no registry symbols resolve to this +# provider" and exits 0, writing nothing. Re-add the block below to unblock that work. # ── Futures ─────────────────────────────────────────────────────────────── # Ported from cotdata's registry (ADR-0007 step 2: bars move here, CFTC