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VIX

Is there data for the VIX (S&P 500 Volatility Index) in the datamanager?
I typed in the symbol, but it looks like there only a few ETF/ETN vix related symbols, and not the VIX itself.
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Welcome @AshleyMesser! VIX is a future contract so we don't have the intraday for it unfortunately. There are several ways around this - 1, using the ETF's as an approximation, or 2, importing the actual VIX data as custom data (This is normally how I do it).

In the QC University check out the "Importing Yahoo Data" template example. 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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Thanks @JaredBroad! Yahoo will be easy enough to use, given the excellent examples in the university.

One important note about VIX, in case someone else sees this thread... While there are futures traded on the VIX, the VIX itself is not a futures contract. VIX is an index published by the CBOE.
Because of the way that the futures on VIX settle compared to spot VIX(the index), it is not advisable to use futures as an approximation to spot VIX. There is no guarantee of a typical term structure in VIX futures. They can be significantly under/over valued compared to spot VIX. The VIX ETN's are not a great alternative either as they have the same issues as the futures themselves, but add the problem of 'tracking error'.

Using a daily bar from yahoo finance is probably the safest thing to do.
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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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