Mini VIX (VXM) Futures Historical Data

Historical data for Mini VIX futures (VXM, Cboe Futures): 79 individual contracts with daily bars since August 10, 2020, a back-adjusted continuous series since August 10, 2020, and intraday bars at 1-minute, 5-minute, 15-minute, 30-minute and hourly resolution. Download as CSV, JSON or Parquet, or pull it into Python with one line.

Free: the last 30 days of daily VXM bars. Every bar size and full history: $29 one-time, with no API call limit.

VXM futures data coverage

MarketMini VIX (VXM), Cboe Futures, Volatility
Daily barsAugust 10, 2020 to October 19, 2026, every contract: open, high, low, close, volume, open interest
Contracts79 individual VXM contracts
Continuous seriesSince August 10, 2020; back-adjusted or unadjusted, with the roll calendar
Intraday bars1-minute, 5-minute, 15-minute, 30-minute and hourly since August 9, 2020; timestamps are bar start in US Eastern time

Download VXM futures historical data in Python

import finzdata as fd

c = fd.Client()
daily = c.futures("VXM", continuous=True)                       # back-adjusted continuous VXM
bars = c.futures("VXM", continuous=True, interval="1min", start="2026-01-02", end="2026-01-02")

REST: /v1/futures/daily?root=VXM&continuous=true and /v1/futures/bars?root=VXM&interval=5min.

VXM futures data: questions

How far back does VXM futures historical data go?

Daily bars for Mini VIX (VXM) contracts start on August 10, 2020; intraday bars start on August 9, 2020.

Does FinzData have a continuous VXM futures series?

Yes. The VXM continuous series starts on August 10, 2020, rolled on the roll calendar, back-adjusted (difference method) or unadjusted.

Can I download VXM 1-minute futures data?

Yes, 1-minute, 5-minute, 15-minute, 30-minute and hourly VXM bars come with the $29 one-market purchase or Futures Complete ($295).

How much does VXM futures data cost?

The last 30 days of daily VXM bars are free. Full VXM history at every bar size is $29 one-time; daily updates ride on the $19.95/month updates subscription.

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