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Intraday VIX Futures (VX) Data
Historical Intraday VIX Futures (VX) Data
VIX Futures (VX) Datasets
| Frequency | Start Date | End Date | File Format |
|
|---|---|---|---|---|
1 Minute |
5-Aug-2008 |
28-Jul-2020 |
CSV |
Download Sample |
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
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