I read this question and answers: Will my EC2 Spot Instance Volumes Die with the Instance?
As a result, when I requested a Spot Instance I added a second volume under EBS volumes (the standard volume it gave me) and unchecked the Delete tag.
I then SSH launched my instance once it was ready and installed what I needed to install (Tensorflow, iPython, Jupyter, etc...packages for Machine Learning).
Then I launched a jupyter notebook with
jupyter notebook --certfile=~/certs/mycert.pem --keyfile ~/certs/mycert.key, created a new notebook, saved it and terminated the Spot Instance to test whether all of those installations and my notebook would stay on the second non-delete volume I'd created with my spot instance.
When I went to terminate, it did confirm that the second EBS volume would NOT be erased.
I then launched another Spot instance without specifying a second EBS volume this time, and all of my installs and the notebook were gone, when I tried to launch jupyter I got a "command not found" error.
Do I need to somehow "cd" into that specific volume after I SSH launch the instance? Isn't everything I do automatically saved on that second EBS volume? Do I need to take a Snapshot, or create an image of the second EBS volume?
What's the easiest way to keep my installs and files no matter how suddenly my Instance terminates and access them at a later point from any other instance? I looked at the EBS pricing and don't mind paying the $0.1/GB/month, I'm just not sure how to make it work.