Historical VIX Intraday Data (VIX)

Historical Intraday VIX Index Futures Data (VIX)

Contract Specs:

VIX Index (VIX)
Exchange: MDI
Sector: Index
Tick Size: 0.01
Tick Value: 1 USD
BPV: 100
Denomination: USD
Decimal Place: 3

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1990 Jan 02 Current Download
Intraday: 2003 Sep 22 Current Download
Tick – Trades Only:
Tick – Level 1:

VIX Index Facts

The VIX Volatility Index or VIX for short, shows the markets expectations within the S&P 500 over a period of 30 days. There are other variations of the VIX Index which span a longer period of time, such as the VIX3M which measures the volatility over 3 months of the VIX9D which tracks volatility over 9 days. When the VIX Volatility Index was created in 1993 it measured the S&P 100. It wasn’t until 2002 that the VIX was updated to track the S&P 500.

Sources: Investopedia

Historical VIX Futures Data – Format Details

Portara provides historical VIX intraday data for CTAs, hedge funds, portfolio managers, quants and traders and institutions.

VIX Index futures data can be split into two main headings:

  • VIX daily futures data – which includes either the last price or the settlement
  • VIX intraday futures data – which includes trade volume

You can purchase historical VIX intraday data as individual contracts or in a continuous form.

Continuous VIX Index futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s historical VIX daily data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s historical VIX intraday data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom futures data between only between the custom session markers you choose.


All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your futures data, along with compression, roll and custom formatting features on CQG deep history databases. Historical data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical VIX futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.