Index level
Daily level for a market index or benchmark (e.g. VIX, SPX) from hydrated index price data — not a tradable equity price.
Index level
Definition
Daily level for a market index or benchmark (e.g. VIX, SPX) from hydrated index price data — not a tradable equity price.
Parameters
Metric (ticker key: VIX, SPX, NDX, DJI, …)
Output range: Unbounded (index points)
Example
`VIX < 20` (Lower volatility regime)
Usage notes
Hydrate indices.index_price_data and run full cache rehydration so backtests have the binary cache.
Full indicator reference