Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
VIX index data on Yahoo is wrong

Just a heads up, I discovered this last night. I haven't narrowed down the problem, but definitely around 2011/01/03, the OHLC values are all one day off, as compared to Google, CBOE and another data source.

1 response

Yahoo historical data handled by Commodity Systems Inc.
If you find a bug in Yahoo data I recommend send them email ([email protected])
or use their website
CSI to report the problem
They are very responsive and usually fix the problem in 1-2 days.