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Hello all,
I am just getting started with QuantConnect, and I am having trouble importing data on the VIX index. I read in another post that I cannot use QC's data because the index is a future, so I would need to import data from Yahoo to get the job done. Can anyone give an example of how I would import the data IN Python?
Thanks,
Malachi
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Nate Betz
The Yahoo API is no longer available. You can get daily, lagging VIX index prices from Quandl, which may be adequate for historical backtesting, but probably not if you need real-time values (i.e. for live trading). My understanding is that QC is looking to get VIX index futures added to their data provider, which would allow real-time VIX values.
Malachi Bazar
Thank you for the reply!
I'm looking into Quandl, but I cannot find any examples of importing data in Pyhton. Could you give me a code example for importing Quandl data?
Thanks,
Malachi
Thomas Chang
Here is a good example:
Malachi Bazar
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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