FinzData Indexes: SPX, NDX, VIX and 120 more, 1-minute to daily

What is inside

• 123 indexes: broad US benchmarks, size, style and sector indexes, volatility and skew, rates, the dollar and international benchmarks.
• Daily bars since January 2000 and 1-minute bars since 2008 (204 million), with 5-, 15- and 30-minute and hourly bars built from them.
• The complete volatility curve: VIX1D, VIX9D, VIX, VIX3M, VIX6M and VIX1Y side by side, plus VVIX and SKEW.
• US Eastern timestamps, aligned with our stocks, ETFs, options gamma (GEX), FX and futures.
• Same key as everything else: 16,000+ US stocks, 5,100+ ETFs, 79 FX pairs, 139 futures markets, point-in-time GEX, 22,700+ macro series and Global Macro Pulse.

Use cases

• Volatility term-structure signals: VIX9D versus VIX3M, contango and backwardation, as a risk-on or risk-off switch.
• Regime detection: SPX against its moving averages, VVIX and SKEW to size exposure before stress builds.
• Index-level backtests without ETF drag: test signals on SPX, NDX and RUT themselves, then trade the ETF or future.
• Breadth and style rotation: equal-weight versus cap-weight (SPXEW vs SPX), growth versus value, small versus large.
• Intraday event studies: how SPX and VIX move minute by minute around CPI, payrolls and FOMC days.
• Options research: pair index levels and the VIX curve with our point-in-time dealer gamma (GEX) for SPX, NDX and RUT.
• Cross-asset dashboards: DXY, TNX and the dollar against equities, crypto and commodities.
• Ask your AI: "Using FinzData, how did SPX perform over the next 20 days each time VIX9D closed above VIX3M since 2011?"

Index symbols we cover (123)

Every index below comes with daily bars, and all but the RLS settlement series also with 1-minute, 5-minute, 15-minute, 30-minute and hourly bars, in one format with the rest of your FinzData data. In the API and Python, pass the symbol as shown, for example symbol=SPX. One index is $29; every index is $149.

US equity benchmarks (26)

Style, size and factor (18)

Sectors and industries (15)

Volatility and correlation (26)

Options strategy benchmarks (15)

Rates, dollar and currencies (7)

Commodities and crypto (13)

International (3)

Pricing

• One index, full history, every bar size: $29
• Every index (123), full history, every bar size: $149

One-time purchases, delivered on your API key and yours to keep. Every free key gets the last 12 months of daily bars for every index, and buyers of the US-market history get index daily bars for their whole window at no extra cost.

Get it in Python, the API or your AI

import requests
r = requests.get('https://api.finzdata.com/v1/index/bars',
                 params={'symbol': 'SPX', 'interval': '5min', 'start': '2024-01-01', 'format': 'csv'},
                 headers={'X-API-Key': 'YOUR_KEY'})
print(r.text[:500])

Ask your AI

Connect FinzData to Claude, ChatGPT, Grok or Perplexity once (steps) and ask in plain English. The tool is get_index.

• "Using FinzData, chart the VIX term structure (VIX9D, VIX, VIX3M, VIX6M) for the last 90 days."
• "Using FinzData, compare SPXEW with SPX since 2020."
• "Using FinzData, show SPX 1-minute bars on the last CPI release day."

Frequently asked questions

Related

• FX data
• Options gamma (GEX)
• Futures data
• Historical stock data
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