Implied-volatility indices: VIX (CBOE 1-month implied vol on SPX), VIX1Y (1-year tenor), VVIX (vol-of-vol). FRED VIXCLS is the primary source for VIX_LEVEL (DS-001); yfinance is the secondary source for reconciliation under D-35. VIX1Y and VVIX have yfinance as primary (FRED does not publish them). Series: VOL_VIX_LEVEL, VOL_VIX1Y_LEVEL, VOL_VVIX_LEVEL.
| type | curated_dataset |
| url | insightalm/modelling/data/curated/market/canonical.db::market_canonical_view |
| auth | none |
| cost | free |
| update frequency | daily |
| consumers | insmodel, finview, goes |
| classification | internal_curated |
| criticality | tier-2 |
Replaces firmmodel_unified.db::implied_volatility, FinView's market_observations VIX/VOL series. CBOE direct path is broken upstream (FinView issue #18); FRED + yfinance are unaffected and cover all production needs.