$ py [filename].py

This python script collects the settle and close price of each futures contract. Then it appends the contract name and collects the close price from the VIX Index. The data is then combined in a pandas DataFrame and exported to files data/[date]_quandl_futures_vix.[ext]

This python script collects data from six indexes related to Volatility: VXST, VIX, VXV, VX1, VX2, and VXMT. This data is exported to files data/[date]_fields_daily.[ext]

This python script uses the data produced from FieldsDaily.py to calculate: VDelta, Roll Yield, Contango, Contango Roll, VRatio, VXV Roll, and VCO. The data is exported to files data/[data]_term_structure_indicators.[ext]