http://finance.yahoo.com/q?s=^vxn http://finance.yahoo.com/q?s=^vix because yahoo finance data are wrong. Click the above, they are Fri.'s Close, VIX on Fri. close at 17.91, which IS what they show But look at this: http://finance.yahoo.com/q/hp?s=^VIX Look at Fri's Close, it shows it close at 18.17 Also, look at last Fri's close, it shows it closed at 18.13 But last Fri, Vix close at 19.06 So their historical data are all wrong. where do you guys get your historical data on VIX, VXN?
You should try with http://www.kibot.com/. You can get both daily and intraday data for a very low price.