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

[Cedrick Johnson]

You could obtain the datasets via Bloomberg (RBloomberg).......


Michael wrote:
> 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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