Historical Intraday VIX Futures (CBOE) (VX) Data
VIX Futures (CBOE) (VX) Datasets
Frequency |
Start Date | End Date |
|
|---|---|---|---|
Intraday Bars |
5-Aug-2008 |
27-Jun-2025 |
Download Sample |
Data is updated daily and all customers receive 1 month of free updates (thereafter, an annual subscription of $99.95 is required for the updates)
This dataset contains continuous data series and individual futures contracts in 1-minute, 5-minute, 30-minute, 1-hour, and 1-day timeframes.
Continuous data is from 5-Aug-2008 , Individual contracts start with VXZ08 (December 2008)
The dataset includes both individual futures contracts and continuous futures data series. Continuous futures data series are a single series of chained front-month contracts which are adjusted to avoid price jumps on roll-dates (this series is ideally suited for backtesting trading strategies).
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There are three types of continuous data in the dataset:
Unadjusted - actual historic traded prices with no adjustments
Absolute-Adjusted - prices adjusted for price jumps on contract roll date by using the absolute value of the price movement
Ratio-Adjusted - prices adjusted for price jumps on contract roll date by using the percentage movement.
More details on the adjustments are available at https://firstratedata.com/about/price_adjustment#futures