{"datahub": {"findability": "published", "hash": "116ae0a4afce5a9b83f772a7f8502e2f", "modified": "2017-12-13T08:20:57.383196", "owner": "core", "ownerid": "core", "stats": {"bytes": 1055030, "rowcount": 3512}}, "homepage": "http://www.cboe.com/micro/VIX/", "id": "core/finance-vix", "license": "PDDL-1.0", "name": "finance-vix", "profile": "data-package", "readme": "CBOE Volatility Index (VIX) time-series dataset including daily open, close,\nhigh and low. The CBOE Volatility Index (VIX) is a key measure of market\nexpectations of near-term volatility conveyed by S&P 500 stock index option\nprices introduced in 1993.\n\n## Data\n\nFrom the [VIX FAQ][faq]:\n\n> In 1993, the Chicago Board Options Exchange® (CBOE®) introduced the CBOE\n> Volatility Index®, VIX®, and it quickly became the benchmark for stock market\n> volatility. It is widely followed and has been cited in hundreds of news\n> articles in the Wall Street Journal, Barron's and other leading financial\n> publications. Since volatility often signifies financial turmoil, VIX is\n> often referred to as the \"investor fear gauge\".\n>\n> VIX measures market expectation of near term volatility conveyed by stock\n> index option prices. The original VIX was constructed using the implied\n> volatilities of eight different OEX option series so that, at any given time,\n> it represented the implied volatility of a hypothetical at-the-money OEX\n> option with exactly 30 days to expiration.\n> \n> The New VIX still measures the market's expectation of 30-day volatility, but\n> in a way that conforms to the latest thinking and research among industry\n> practitioners. The New VIX is based on S&P 500 index option prices and\n> incorporates information from the volatility \"skew\" by using a wider range of\n> strike prices rather than just at-the-money series. \n\n[faq]: http://www.cboe.com/micro/vix/faq.aspx\n\n## Preparation\n\nRun the shell script:\n\n    . scripts/process.sh\n\nOutput data is in `data/`.\n\n### TODO\n\n* Incorporate computed historical data (1990-2003)\n* Consider incorporating VOX data\n\n## License\n\nNo obvious statement on [historical data page][historical]. Given size and\nfactual nature of the data and its source from a US company would imagine this\nwas public domain and as such have licensed the Data Package under the Public\nDomain Dedication and License (PDDL).\n\n[historical]: http://www.cboe.com/micro/vix/historical.aspx\n", "resources": [{"bytes": 125127, "datahub": {"derivedFrom": ["vix-daily"], "type": "derived/csv"}, "dialect": {"delimiter": ",", "doubleQuote": true, "lineTerminator": "\r\n", "quoteChar": "\"", "skipInitialSpace": false}, "dpp:streamedFrom": "http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/vixcurrent.csv", "encoding": "utf-8", "format": "csv", "hash": "c1df2be3bc75e174ab6e2ceca7834192", "headers": ["Date", "VIXOpen", "VIXHigh", "VIXLow", "VIXClose"], "mediatype": "text/csv", "name": "vix-daily_csv", "path": "https://pkgstore.datahub.io/core/finance-vix/vix-daily_csv/data/c1df2be3bc75e174ab6e2ceca7834192/vix-daily_csv.csv", "profile": "data-resource", "rowcount": 3512, "schema": {"fields": [{"format": "%Y-%m-%d", "name": "Date", "type": "date"}, {"decimalChar": ".", "groupChar": "", "name": "VIXOpen", "type": "number"}, {"decimalChar": ".", "groupChar": "", "name": "VIXHigh", "type": "number"}, {"decimalChar": ".", "groupChar": "", "name": "VIXLow", "type": "number"}, {"decimalChar": ".", "groupChar": "", "name": "VIXClose", "type": "number"}], "primaryKey": "Date"}, "skip_rows": 2}, {"bytes": 314341, "datahub": {"derivedFrom": ["vix-daily"], "type": "derived/preview"}, "dialect": {"delimiter": ",", "doubleQuote": true, "lineTerminator": "\r\n", "quoteChar": "\"", "skipInitialSpace": false}, "dpp:streamedFrom": "https://s3.amazonaws.com/pkgstore.datahub.io/core/finance-vix/vix-daily_csv/data/c1df2be3bc75e174ab6e2ceca7834192/vix-daily_csv.csv?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAJ4V6GYXGP4YZSWZQ%2F20171213%2Fus-east-1%2Fs3%2Faws4_request&X-Amz-Date=20171213T082108Z&X-Amz-Expires=21600&X-Amz-SignedHeaders=host&X-Amz-Signature=ec8812154037069b58cfae91f17f5975b698c47b98f6a4ebad2cc7fe85cf6bbb", "encoding": "utf-8", "forView": ["datahub-preview-vix-daily_csv_preview"], "format": "json", "hash": "93ec001dba9e7c42db532f048a933802", "headers": ["Date", "VIXOpen", "VIXHigh", "VIXLow", "VIXClose"], "mediatype": "text/csv", "name": "vix-daily_csv_preview", "path": "https://pkgstore.datahub.io/core/finance-vix/vix-daily_csv_preview/data/93ec001dba9e7c42db532f048a933802/vix-daily_csv_preview.json", "profile": "data-resource", "rowcount": 5512, "schema": {"fields": [{"format": "%Y-%m-%d", "name": "Date", "type": "date"}, {"decimalChar": ".", "groupChar": "", "name": "VIXOpen", "type": "number"}, {"decimalChar": ".", "groupChar": "", "name": "VIXHigh", "type": "number"}, {"decimalChar": ".", "groupChar": "", "name": "VIXLow", "type": "number"}, {"decimalChar": ".", "groupChar": "", "name": "VIXClose", "type": "number"}], "primaryKey": "Date"}, "skip_rows": 2}, {"bytes": 332067, "datahub": {"derivedFrom": ["vix-daily"], "type": "derived/json"}, "dpp:streamedFrom": "http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/vixcurrent.csv", "encoding": "utf-8", "format": "json", "hash": "593645d33606c43787b45adee1c847ca", "headers": ["Date", "VIXOpen", "VIXHigh", "VIXLow", "VIXClose"], "mediatype": "text/csv", "name": "vix-daily_json", "path": "https://pkgstore.datahub.io/core/finance-vix/vix-daily_json/data/593645d33606c43787b45adee1c847ca/vix-daily_json.json", "profile": "data-resource", "rowcount": 3512, "schema": {"fields": [{"format": "%Y-%m-%d", "name": "Date", "type": "date"}, {"name": "VIXOpen", "type": "number"}, {"name": "VIXHigh", "type": "number"}, {"name": "VIXLow", "type": "number"}, {"name": "VIXClose", "type": "number"}], "primaryKey": "Date"}, "skip_rows": 2}, {"bytes": 156475, "datahub": {"type": "derived/zip"}, "description": "Compressed versions of dataset. 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