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

[Michael]

Thanks! How high frequency could it be?

I guess RBloomberg needs a subscription?

On Sat, May 23, 2009 at 8:40 AM, Cedrick Johnson
<cedrick at cedrickjohnson.com> wrote:
> 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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