Hi All, I’m trying to add the standard VIX to my setup, and found VIXCLS:FRED which seemed to be the right thing, however that one only has data back to Dec 2018.
Does anyone else know of a proper VIX dataset I can use that goes far back into history?
Searching for “VIX” or “Volatility” in the Security Selector brings up a myriad of results. Any quick tips would be appreciated! 
Thanks, Matt.
Hi,
The CBOE exchange has a VIX chart going back to the 1990s…
The CBOE charge a per user fee for access to their data (even EOD), so it can’t be selected as one of your included data options for Trade / Pro / Enterprise Services.
If you would like to access this exchange it is $5 per month and can be added via the Data section of the user portals main page:
Thanks Matt - I was hoping it could be found amongst the various ETF’s or FRED Data that I do subscribe to… I guess I’ll look at ETF’s and find something that seems correct, although I was hoping for some kind of identical index or such within Optuma, not necessarily the actual CBOA issue.
Cheers, Matt.
Just a thought: can I switch either my CBOT, NYMEX or NYBOT subscriptions for the CBOE?
Unfortunately not… the CBOE charge us for every client accessing their data, so it’s not included as one of your free data options.
Cool, thanks Darren.
Hi Matthew,
find attached the VIX (Cboe Volatility Index) back to 1990 as a .csv file.
You can update the data on
https://www.wsj.com/market-data/quotes/index/VIX/historical-prices
Hope this helps.
Thomas
Cboe-Volatility-Index.csv (290 KB)