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.
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.
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.