Any place to get historic futures prices on VIX?

[Saltynuts]

Is there anywhere to get these? For example, let's say I wanted the daily closing price of the nearest then expiring VIX futures for the last X years. Any idea where I could find this? Free if preferable. Thanks!

 

[Butterball]

You can find VIX (and other future data) on quandl.com for free. You need to 'stitch' the futures prices together. Some links to get you started on why that is important:

http://blog.revolutionanalytics.com...-a-continuous-futures-series-from-quandl.html
https://www.quantstart.com/articles/Continuous-Futures-Contracts-for-Backtesting-Purposes

 

[Saltynuts]

Thanks Butterball!

 

[El OchoCinco]

Vixcentral.com has all the vx futures historical data. I have it modelled going back 6 years.