is there a source that has extrapolated historical quotes for VXX before 2009 when it first started trading? it seems fairly straightforward to derive this from historical VIX futures
See attached. This is from Yahoo Finance, the ^VIX. Probably most before 2000 or so is inferred. It's not derived. Just plain ^VIX. Might be useful.
sorry but VIX and VXX do not correlate well. historical quotes on VIX futures would be more useful than VIX