Guys, can you live-trade the algos with VX1 and VX2? I have a few which runs ok in backtesting mode, but it is impossible for me to run in paper/live trade, because VX1 and VX2 seems to not being up-to-date. I wonder if I am understanding something wrong.
The best example is VX1. Today is the early morning of MAY/23/2017, and if you download VX1 from Quandl, the last quote is from MAY/17/2017. I mean, today started the Tuesday and the last quote is from previous Wednesday.
Last VX2 is from MAY/19/2017 (last friday).
Nevertheless, the VIX is ok. It is from MAY/22/2017 (it is the close of 6 hours ago).
So, the question is: can you live-trade with VX1 and VX2, if the source is not up-to-date?
Thank you guys.