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Downloading Yahoo Data with Python

Hello all,

I am just getting started with QuantConnect, and I am having trouble importing data on the VIX index. I read in another post that I cannot use QC's data because the index is a future, so I would need to import data from Yahoo to get the job done. Can anyone give an example of how I would import the data IN Python?

Thanks,

Malachi

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The Yahoo API is no longer available.  You can get daily, lagging VIX index prices from Quandl, which may be adequate for historical backtesting, but probably not if you need real-time values (i.e. for live trading).  My understanding is that QC is looking to get VIX index futures added to their data provider, which would allow real-time VIX values.

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Thank you for the reply!

I'm looking into Quandl, but I cannot find any examples of importing data in Pyhton. Could you give me a code example for importing Quandl data?

Thanks,

Malachi

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Here is a good example:

https://www.quantconnect.com/forum/discussion/2657/a-simple-vix-strategy
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