How to get volatility data (VIX, VXTLT, etc.)?

Here’s what I get when I make an API call for VIX…

“code”: 40410000,
“message”: “asset not found for VIX”

Am I missing something?

Alpaca only has data on US equities. VIX and VXTLT are CBOE Indexes (ie not equities). One can get a good proxy of VIX by looking at VIXY and VXX which are the ProShares VIX Short-Term Futures ETF, and iPath S&P 500 VIX Short-Term Futures ETN respectively.

Hi @dan_whitnable. Thanks for the reply. I actually tried backtesting with VXX instead of VIX, but found they don’t track close enough for my purposes.

Any other good APIs out there that have CBOE’s products?

If anyone is interested, I’m trying out CBOE’s LiveVol Data for now. Seems to be what I need.

1 Like

I would like to know more on how you are getting the VIX from CBOE’s liveVol Data.
I found this link here but I’m getting back weird values and no date info.
Any insight would be appreciated

I signed up for the 1-month free trial and no problems hitting this endpoint.

It’s old data, but that’s fine for development/test purposes. I ultimately decided not to go down the CBOE path after getting a look at their subscription prices - too rich for my blood.

1 Like