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  • Asset Type: Futures Remove
  • Data Type: Implied Volatility Blends Remove
  • Data Type: Quotes Remove
  • Data Type: Trades Remove
  • Data Type: Volume Summary Remove
  • Data Type: Constituents & Roll Remove

Historical Data

CFE OHLC data is an end of day summary file that contains the volume traded, open interest, open, high, low and last sale price along with last bid and last ask of each VIX futures contract obtained from the Cboe Futures Exchange (CFE). The historical data is available by month back to April 2004.
Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.