Historical Intraday VIX Futures (VX) Data

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).