Notebook
In [1]:
from quantopian.research.experimental import history

vx_spot = history(
    symbols('VXK17'), 
    fields='price', 
    frequency='daily', 
    start_date='2017-04-01', 
    end_date='2017-04-05'
)

vx_futures = history(
    symbols(['VXJ17', 'VXK17']), 
    fields='price', 
    frequency='daily', 
    start_date='2017-03-27', 
    end_date='2017-04-06'
)

vx_futures.head()
Out[1]:
Future(1025201704 [VXJ17]) Future(1025201705 [VXK17])
2017-03-27 00:00:00+00:00 13.60 14.05
2017-03-28 00:00:00+00:00 12.92 13.56
2017-03-29 00:00:00+00:00 12.94 13.50
2017-03-30 00:00:00+00:00 12.82 13.35
2017-03-31 00:00:00+00:00 13.28 13.58
In [ ]: