[R-SIG-Finance] intraday data for VIX?
cedrick at cedrickjohnson.com
Sat May 23 17:40:54 CEST 2009
You could obtain the datasets via Bloomberg (RBloomberg).......
> 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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