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Does anyone know if intraday prices are available for spot VIX index? Maybe even if its just a price at the open of the US stock market?
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Gurumeher Sawhney
QuantConnect does not provide index data, however, QuantConnects supports retrieving Quandl data via helpers and Quandl provides CBOE/VIX data. In the backtest below CBOE/VIX data is retrieved and gets implemented with an SMA indicator. The self.Debug() statement proves that there is Open data. This should get you started:
Ben Howorth
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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