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How to get VIX value from Quandl ?

Hello everyone, I am very very new for this technology. I am using Python

Can you please help me to figure out how to read the data value from Quandl.
I am trying to get VIX close value . after call AddData function in the Initialize(), 

Is there anyway I can read the data I added from slice in OnData() ? Please let me know how . Thank you

 

  def Initialize(self):

      
        self.SetCash(100000)
        self.SetStartDate(2017,5,1)
        self.SetEndDate(2017,10,2)
     
        self.quandlCode = "CHRIS/CBOE_VX1"
        self.AddData[QuandlFuture](self.quandlCode, Resolution.Daily)

def OnData(self, slice):

     !!!!!!!!!!!!!help, what I can do here to get my VX value ?

 

class QuandlFuture(Quandl):

    def __init__(self):
        self.ValueColumnName = "Close"

Update Backtest








See Alex's code here:

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





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