VIX Downloads - Trading Software

VIX Downloads

Brian
2011-09-28 17:54:43

Hello,

I am downloading the VIX (^VIX) using the daily download where I get only the current days data.
However, there are times that I must perform a historical download.

The Daily download seems to get and populate the correct data however the historical download seems to populate incorrect data.

For example, the historical download populates a VIX open/close/high/low price of 15.14 from 3/29/07 to 9/28/11, each day has the same prices.
Using the daily download populates 41.08 for the 9/28/11 closing price (which agrees with yahoo).

Thank you for your help

QuantShare
2011-09-29 05:10:41

Which historical downloader are you using?

Please download a new version from the sharing server. A new version was released few weeks ago to fix problems when downloading indexes data.

Brian
2011-09-29 11:05:54

I was using the "Historical Stock Market Data" downloader. When I tried the "Yahoo EOD historical quotes" downloader on just the VIX, it worked. Which one should I be using for just US stocks/ETF's and indexes at EOD?

QuantShare
2011-09-30 07:01:55

They are almost the same. Did you try retrieving data for "^VIX" with the new version of the downloader?

Brian
2011-09-30 11:30:12

Best Answer

both versions, "Historical Stock Market Data" and "Yahoo EOD historical quotes" seem to work on the VIX now

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