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Where I can high-frequency intraday data on VIX? Is it available on Bloomberg Terminals? I see many questions posted on Quant.stackexechange about VIX options therefore I am sure someone knows where I can get intraday data.

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'VIX Index' in Bbg. With usual constraint of 200 days for intraday data. –  Alexander Didenko Aug 1 at 11:38

2 Answers 2

up vote 2 down vote accepted

You can get EOD data free from cboe

If you need tick, intraday and options data check out market data

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You can find VIX intraday history back to 2003 at Pi Trading, http://pitrading.com. Look under the market data package.

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-1 because the Q is asking for high frequency data and that website says "Intraday price history is provided in a one minute time interval." –  user508 Aug 29 at 20:33
    
If you actually traded VIX related securities, you would know high frequency data on the VIX index does not exist. Unlike stocks, the value of the VIX index (CBOE) is only updated every 15 seconds, 4 beats per minute. And since the Q mentioned Bloomberg, this level of data (minute) is equivalent to their offerings. –  SpzToid Sep 2 at 7:52

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