[R-SIG-Finance] intraday data for VIX?
comtech.usa at gmail.com
Sat May 23 19:15:08 CEST 2009
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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