M mizhael May 22, 2009 #1 Hi all, Is there a way to get recent (2009) intraday data for VIX ? I know a database called TAQ, but that's mostly for historical NBBO prices up to Oct. 2008. Even 5-min data for VIX is good for me. Thank you!
Hi all, Is there a way to get recent (2009) intraday data for VIX ? I know a database called TAQ, but that's mostly for historical NBBO prices up to Oct. 2008. Even 5-min data for VIX is good for me. Thank you!
T tmarket May 22, 2009 #2 5minVIXX_2yrs CBOE http://www.4shared.com/file/107171611/ad689f68/5minVIXX_2yrs.html
M mizhael May 22, 2009 #3 Quote from tmarket: 5minVIXX_2yrs CBOE http://www.4shared.com/file/107171611/ad689f68/5minVIXX_2yrs.html More... Wow! Thanks a lot! Yet do you have VIX data for a bit higher frequency? Hopefully within 1 minute?
Quote from tmarket: 5minVIXX_2yrs CBOE http://www.4shared.com/file/107171611/ad689f68/5minVIXX_2yrs.html More... Wow! Thanks a lot! Yet do you have VIX data for a bit higher frequency? Hopefully within 1 minute?