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

[Cedrick Johnson]

The fee for my terminal jumped in Dec 08.. $1900/mo + exchanges and 
other feeds (in realtime as opposed to delayed)..

-c

spencerg wrote:
>      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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>