Historical Intraday VIX Futures (CBOE) (VX) Data

This dataset contains both a 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 continuous series is 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).