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Gary sent this note and data. I've put the data in my ftp area:
ftp.eskimo.com/u/j/jimo
in file:
garyf_vix.zip
--
jimo@xxxxxxxxxx
maintainer of the omega list
omega-list-request@xxxxxxxxxx
-----------------forwarded msg---------------------
From: gary@xxxxxxxxxxxx (Gary Funck)
Message-Id: <9810271911.ZM7406@xxxxxxxxxxxxxxxxxxx>
Date: Tue, 27 Oct 1998 19:11:54 -0800
X-Mailer: Z-Mail (3.2.3 08feb96 MediaMail)
To: Jim Osborn <jimo@xxxxxxxxxx>, "Karl Armstrong" <karma@xxxxxxxxxxxxxxxx>
Jim/Karl,
Here's data that I got from the CBOE long ago, and
added to it. I think it may be c/h/l/o, rather than
the more conventional o/h/l/c. Match it up against
what you have to figure it out.
(see attached file)
When/if you update the file, let me know. Thanks. :)
On Oct 26, 8:48pm, Jim Osborn wrote:
> Subject: Fwd: VIX Data
> Karl sent this to the list. I've put the attached VIX ascii file
> on the ftp site: ftp.eskimo.com/u/j/jimo
>
> in the file:
>
> vix1.zip
>
> --
> jimo@xxxxxxxxxx
> maintainer of the omega list
> omega-list-request@xxxxxxxxxx
>
> ------------------forwarded message----------------------------
> X-Envelope-From: karma@xxxxxxxxxxxxxxxx Mon Oct 26 15:27:21 1998
> Message-ID: <026801be012f$1998fd60$90b5b8c7@xxxxx>
> From: "Karl Armstrong" <karma@xxxxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Subject: VIX data
> Old-Date: Mon, 26 Oct 1998 16:22:13 -0600
> X-Mailer: Microsoft Outlook Express 4.72.3110.1
>
> I've pasted VIX data from text files downloaded from CBOE's website into
> one daily ascii file from 1/04/93-9/30/98. The data looks good-use at
> your own risk. Does anyone have daily VIX data earlier than 1993? If so
> could you send to me or to the list? You may have to rename with .asc
> extension to find it for importing.
>
> Karl Armstrong
>-- End of excerpt from Jim Osborn
--
| Gary Funck, Intrepid Technology, gary@xxxxxxxxxxxx, (650) 964-8135
|