Message-ID: <4A181906.5000202@cedrickjohnson.com>
Date: 2009-05-23T15:40:54Z
From: Cedrick Johnson
Subject: intraday data for VIX?
In-Reply-To: <b1f16d9d0905222024h518ce642h76ab4c49b1588f76@mail.gmail.com>
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!
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>