Dark Mode
VIX Index Daily Historical Price Data
Finance & Banking Analytics
Tags and Keywords
Trusted By
"No reviews yet"
Free
About
Tracking the daily historical prices of the Volatility Index, VIX (^VIX), often referred to as the "fear index" . This data measures the market's expectation of short-term volatility, typically over the subsequent 30 days. It is sourced using the yfinance library from Yahoo Finance, providing essential metrics for understanding market sentiment, gauging potential risks, and observing financial market dynamics.
Columns
The dataset features five columns detailing the daily trading activity of the VIX:
- date: The specific date for the recorded data, generally displayed in the YYYY-MM-DD format.
- open: The initial trading price of the VIX at the start of the trading session.
- high: The peak price achieved by the VIX during that day's trading session.
- low: The minimum price reached by the VIX during that day's trading session.
- close: The final recorded price of the VIX at the close of the trading day.
- volume: The total number of shares traded during the session.
Distribution
The primary data file,
vix_daily.csv, is delivered in the standard CSV format. The file size is approximately 724.99 kB. The dataset contains 8685 valid records across all columns, indicating robust data quality with zero missing or mismatched values across the historical prices (open, high, low, close) and dates.Usage
This dataset is invaluable for quantitative analysis and financial modelling, including:
- Risk Evaluation: Analysing market perceptions of future volatility to assess portfolio risk.
- Trading Strategy Development: Crafting and backtesting trading algorithms that rely on volatility spikes or drops.
- Market Dynamics Research: Studying the relationship between volatility and overall market movements.
- Benchmarking: Using VIX data as a benchmark for implied volatility measures.
Coverage
The data provides daily measurements spanning a significant historical period, from 1990-01-02 up to 2024-06-24. The data covers the CBOE Volatility Index, which is a global financial instrument, providing a timescale sufficient for long-term trend analysis. Updates are expected daily, ensuring the data remains current.
License
CC0: Public Domain
Who Can Use It
The primary audience includes:
- Financial Analysts: Seeking daily insights into market risk and fear levels.
- Algorithmic Traders: Utilizing the open, high, low, and close prices for execution signals.
- Academic Researchers: Studying periods of financial stress and market stability.
- Data Scientists: Building predictive models for volatility forecasting.
Dataset Name Suggestions
- VIX Index Daily Historical Price Data
- Global Volatility Time Series (^VIX)
- The Daily Fear Index: VIX OHLCV
Attributes
Original Data Source: VIX Index Daily Historical Price Data
QUALITYLoading...