[R-SIG-Finance] intraday data for VIX?

Michael comtech.usa at gmail.com
Sat May 23 05:24:54 CEST 2009


Hi all,

Is there a way to get recent (2009) intraday data for VIX ?

I know a database called TAQ, but that's mostly for historical NBBO
prices up to Oct. 2008.

Even 5-min data for VIX is good for me.

Thank you!



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