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Historical Intraday VIX Futures (VX) Data

VIX Futures (VX) Datasets

Frequency Start Date End Date File Format
1 Minute
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This dataset contains 1-minute bars (open/high/low/close/volume) for VX (VIX Futures).

This is a continous futures series, created by chaining together front-month contracts and rolling to the next month on the final day of the contract. Prices are also back-adjusted (ie adjusted for the price differential on the roll date)

Related Dataset Bundles :
Futures 25 (25 Most Active Futures) | 25 Tickers (including VX)
Our intraday data and tick data are sourced direct from major exchanges and tested for completeness and consistency. The files are in comma-separated (csv) format, zipped and available for immediate download