Where to find CBOE Volatility Index (VIX) intraday data?
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I'd like to backtest a strategy but not sure where to get the data.
Also, I don't know if this is available as continuous 'cash' or 'spot' data. I've never tried to backtest data that comes in expiring contracts. I suppose backtesting could just be broken up into chunks corresponding to the various contract months.
Cheers