VIX S&P 500 Volatility Index (Deprecated)
VIX is an index created by the CBOE. This set, updated daily, is provided by Quandl via their data base of Yahoo sourced prices. This dataset is deprecated and will soon be removed because the source stopped updating on June 30, 2017. As an alternative, there is a VIX dataset sourced from the CBOE available here: https://www.quantopian.com/data/quandl/cboe_vix.
Description
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, is delivered to Quandl by Yahoo. A second one is sourced directly from CBOE.
How to use
# For use in your algorithms via the pipeline API
from quantopian.pipeline.data.quandl import yahoo_index_vix

# For use in Quantopian Research, exploring interactively
from quantopian.interactive.data.quandl import yahoo_index_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
open - opening price for the day indicated on asof_date
high - high price for the day indicated on asof_date
low - lowest price for the day indicated by asof_date
close - closing price for asof_date
Example Usage
Various notebooks, algorithms, and posts that use this data.

Vendor
Quandl hosts data from hundreds of publishers on a single easy-to-use website.
Price
Free
Timespan of data
01 Jan 1990 - 30 Jun 2017