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VIX Index Data

Hi,

Does QuantConnect have data for VIX (S&P 500 volatility index)? 

I did not find the ticker "VIX" in QuantConnect Data. But I could add this security to the strategy (but didn't receive any trade bar).

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While QuantConnect provides all NASDAQ and NYSE listed stocks starting from January 1998 to the present, VIX is an index published by the CBOE. There are two alternatives: 1. use an ETF from our database or 2. importing the actual VIX data as custom data.
Please checkout QuantConnect University example "How Do I Import Yahoo Data?". If you put in Yahoo's VIX code you can import Yahoo's data directly. This will need its own event handler as shown in the template.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


When you search the community for VIX you will find some examples how the code looks like.(also string for yahoo's vix and so on). Very important to know: i think there is only daily data available. So you can only work with days close open and that stuff. No minute or hourly data as far as i know.

gl

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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