I'm really excited to play around with the new futures data provided in Q Notebooks. I noticed that the VIX futures prices are different to the settlement prices published on the CBOE website.
If you look at the notebook output below and then the screenshots of actual data from CBOE website (links below), there is a discrepancy in the data of a few ticks each time. Is the VIX data provided for Q futures settlement prices? If so, can someone from the Q team explain if this is a bug or an issue with the data source which we would have to live with?
In my mind, no data is better than incorrect data and I consider this incorrect data. Unless I'm missing something?