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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 both a continuous data series and individual futures contracts.

Continuous data is from 5-Aug-2008 , Individual contracts start with VXF09 (March 2009)

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).

This Dataset is Available in the below Bundles :

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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