CBOE VXN measures market expectations of near-term volatility conveyed by NASDAQ-100 Index option prices
How to use
# For use in your algorithms via the pipeline API
from quantopian.pipeline.data.quandl import cboe_vxn

# For use in Quantopian Research, exploring interactively
from quantopian.interactive.data.quandl import cboe_vxn
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 VXN
close - close price for VXN
high - daily high for VXN
low - daily low for VXN
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 Feb 2001 - Ongoing