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

[spencerg]

      I have no direct experience with this myself, but you can get some 
data from Bloomberg for free.  However, professional traders routinely 
pay for essentially instantaneous Bloomberg data.  I could not find 
anything mentioning rates, but I remember hearing a number like $1,700 
per month for a single Bloomberg station.  I presume that you could get 
"tick" data, which is a record of every trade milliseconds after the 
transaction completes. 


      Hope this helps. 
      Spencer

Michael wrote:
> 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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>>     
>
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