Hey there Community!

We are very excited to announce VIX futures data! The historical data for all monthly contracts from 2011 - present is on our servers and you can start developing trading strategies with VIX futures right now. It is currently missing Open Interest data for VIX, but we are working with our vendor, AlgoSeek to get that data ready ASAP.

In order to deploy your VIX algorithm in Live mode you will need an Interactive Brokers account with active data subscription for those markets. Attached is a simple algorithm that trades ES based in the VIX vs VX futures relation. Its fairly simple but gives you a good picture - and plenty of room for improvement!

Please consider this data "in beta" - we're releasing it publicly now and would love to hear your feedback. If you find any issues please let us know through the Data Explorer.

Happy Coding!

Juan

Author