Quandl Yahoo VIX Dataset Shutdown Notice

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Quandl Yahoo VIX Dataset Shutdown Notice

Jamie McCorriston

edited May 5, 2017

We have just been notified by Quandl that their YAHOO and GOOG databases will be removed on June 30, 2017. As a result, the Yahoo VIX dataset will stop updating on Quantopian.

Fortunately, Quandl has another VIX dataset, sourced from the CBOE, already integrated on Quantopian. The API of the CBOE version is very similar to the Yahoo version. The main difference is that the columns in the CBOE version are called vix_close, vix_open, vix_high, and vix_low instead of close, open, high, and low. Other than that, you should be able to load the data in the same way in your pipeline.

The dataset may vary a little from the Yahoo version, so you should consider inspecting the new dataset before using it. A good way to inspect the data is to use the interactive version in data which can be obtained by using the following import statement:

from quantopian.interactive.data.quandl import yahoo_index_vix, cboe_vix

We apologize for the inconvenience. Please let me know if you have any questions.

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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.

About Quantopian

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.