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

[spencerg]

Hi, Cedrick: 


      Thanks for the info. 


      What do you mean by "exchanges and other feeds"? 


      Spencer Graves


Cedrick Johnson wrote:
> 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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>
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