vix {smoots}R Documentation

CBOE Volatility Index (VIX) Financial Time Series Data

Description

A dataset that contains the daily financial data of the VIX from 1990 to July 2019 (currency in USD).

Usage

vix

Format

A data frame with 7452 rows and 9 variables:

Year

the observation year

Month

the observation month

Day

the observation day

Open

the opening price of the day

High

the highest price of the day

Low

the lowest price of the day

Close

the closing price of the day

AdjClose

the adjusted closing price of the day

Volume

the traded volume

Source

The data was obtained from Yahoo Finance (accessed: 2019-08-22).

https://query1.finance.yahoo.com/v7/finance/download/^VIX?period1=631148400&period2=1564524000&interval=1d&events=history&crumb=Iaq1EPZAQRb


[Package smoots version 1.1.4 Index]