Hi,
I have a problem getting vix and vxx historical data
def Initialize(self):
self.quandlCodeVIX = "CBOE/VIX"
self.quandlCodeVXV = "CBOE/VXV"
def OnData(self, slice):
VIX_history_tradebars = self.History(self.quandlCodeVIX, 1, Resolution.Daily)
VXV_history_tradebars = self.History(self.quandlCodeVXV, 1, Resolution.Daily)
####Above the problem occurs.
class QuandlVIX(Quandl):
def __init__(self):
self.ValueColumnName = "VIX CLOSE"
class QuandlVXV(PythonQuandl):
def __init__(self):
self.ValueColumnName = "CLOSE"
VIX_history_tradebars doesn't return me anything. I would like to get previous close price for VIX and VXV. with this method. I could get current close price. But how can I get the previous data closing price ? Please help out
Nate Wine
Lu, I would also like to know how to do this.
Lu Chen
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