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Historical Data

CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to April 2004. Timestamps prior to and including February 23, 2018 are stated in U.S. Central (CST) and in Greenwich Mean Time (GMT) afterwards.

* VIX TAS data is not included

Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Dividend dates and amounts.
1/1/2006 – present
ETF dates and amounts. 1,700 USA ETFs covered.
1/2006 – present
Stock split dates and amounts.
1/1/2006 – present
Suspended and resumed dividend status with timestamps of status change.
2007 – present