title: (Python) Where to get the historical VIX data except from FRED?
body: <p>I can use the following code to get the historical data VIX from FRED. But the update time is less than 20 minutes before the market open. It is a little bit too late (Updated: 8:41 AM CDT). The update time from CBOE is much earlier. I wonder how to get them from CBOE (not using the fetch_csv)?</p>
  
  <pre><code>import pandas_datareader.data as web
  import datetime
  
  start = datetime.datetime(2002, 1, 1)
  
  ## CBOE Volatility Index: VIX
  vix = web.DataReader("VIXCLS", "fred", start)
  print(len(vix))
  print(vix.tail())
  print('\n')
  </code></pre>