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VIX updating times

Hi,

Can you tell me at what time the VIX gets updated when you use:
from quantopian.pipeline.data.quandl import cboe_vix

And, is there a source that provides the VIX minute by minute instead of daily ?

Thank you.

4 responses

There is a lot of people here who use the VIX but no one knows at what time the VIX price get updated ?

There are a lot of people here who asks exactly the same question. You will have to pay for continuous and direct data. CBOE do provide a direct feed of VIX data and variance on ticks, but you have to pay approximately 20,000.00$ for it.

Hi Carl,

Actually what I want to know is at what time of the day the price of the VIX is calculate and publish, when we use the free data provided by "quandl import cboe_vix" ?

Thanks in advance.