Hi, guys, im trying to stream the daily front month vix settlement and the close of the vix indicator once a day to be used for trading the next day. Does anyone know where I can subscribe to that information?
Hello Kyle,
You can find the VIX close in our native dataset VIX S&P500 Volatility. In this page you can find the dataset description and a notebook explaining how to use it (https://www.quantopian.com/data/quandl/cboe_vix).
The Front Month will require a little more work. It is offered by Quandl here:
(https://www.quandl.com/data/CHRIS/CBOE_VX1-S-P-500-Volatility-Index-VIX-Futures-January-2017-Continuous-Contract-1-VX1-Front-Month).
To use it with your algorithm, you will have to import it using the fetch_csv method. You can find examples of how to use fetch_csv in our documentation page here:
(https://www.quantopian.com/help#overview-fetcher)
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.