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I am pretty sure this has been asked but I cant find it anywhere. Is there any way to get the VIX price at a specific hour ? Say 12:30. So far I have only come across solution which have daily data.
Anyone have a solution for this ?
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Most CBOE vix data I've seen is delayed.
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Would the VXX ETN suffice as a good enough proxy?
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No Michael this is the problem, needs to be VIX even if it is a paid source that works well.
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Hi, just wondering if there are any new solutions to getting access to the VIX as an indicator? It seems like this would be a pretty common request, and the proposed solutions I've seen in the forum history (most from a couple of years ago), seem rather clunky. Thanks for any suggestions!
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I agree that VXX ETN is not as good as the VIX. As a workaround, I take the RSI of intraday VXX, and it seems to be an ever-so-slightly valuable tool for me. You at least get a relative indicator that can be used in addition to daily VIX.
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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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