CBOE VXFI is the China ETF Volatility Index which reflects the implied volatility of the FXI ETF
How to use
# For use in your algorithms via the pipeline API
from quantopian.pipeline.data.quandl import cboe_vxfxi

# For use in Quantopian Research, exploring interactively
from quantopian.interactive.data.quandl import cboe_vxfxi
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
open - open price for VXFXI
close - close price for VXFXI
high - daily high for VXFXI
low - daily low for VXFXI
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
16 Mar 2011 - Ongoing