@support @magenta-grimer
I am looking at the futures data and I notice for example the VIX. Of course it's only tradable since 2004 but as a feature for modelling I think it is of interest going back in time.
I personally I guess will just add a pasted-together series of old and new VIX, for my own use, but it does bring up the issue of data that is for modelling versus trading - other users might get benefit from inclusion of this series, and while it is a competition, raising the general level of contributions is rational because the pie gets larger, or maybe doesn't get smaller. Adding research-only data series would start to complicate matters operationally but I think this project is inherently complex.
edit - I should clarify too that spot VIX vs the futures analysis requires the spot data, another reasonable analysis that it might be nice to be able to do in quantiacs strategies.