VIX S&P500 Volatility
VIX, created by the CBOE, is a popular measure of the implied volatility of S&P 500 index options.
This data has a daily frequency. Calculated by the CBOE, Quantopian sources this data from Quandl. Quandl has multiple data sets for VIX. Quantopian hosts two of them: this one, sourced by Quandl directly from the CBOE. A second is delivered to Quandl through Yahoo.
How to use
# For use in your algorithms via the pipeline API
from import cboe_vix

# For use in Quantopian Research, exploring interactively
from import cboe_vix
Key Metrics
asof_date - the timeframe to which this data applies
timestamp - the simulated date upon which this data point is available to a backtest
vix_open - opening price for the day indicated on asof_date
vix_high - high price for the day indicated on asof_date
vix_low - lowest price for the day indicated by asof_date
vix_close - closing price for asof_date
Example Usage
Various notebooks, algorithms, and posts that use this data.

Quandl hosts data from hundreds of publishers on a single easy-to-use website.
Timespan of data
02 Jan 2004 - Ongoing