Deviations from the Bunch-Davies vacuum during an inflationary period can leave a testable imprint on the higher-order correlations of the CMB and large scale structures in the Universe. The effect is particularly pronounced if the statistical non-Gaussianity is inherently large, such as in models of inflation with a small speed of sound, e.g. DBI. First reviewing the motivations for a modified vacuum, we calculate the non-Gaussianity for a general action with a small speed of sound. The shape of its bispectrum is found to most resemble the 'orthogonal' or 'local' templates depending on the phase of the Bogolyubov parameter. In particular, for DBI models of inflation the bispectrum can have a profound 'local' template feature, in contrast to previous results. Determining the projection into the observational templates allows us to derive constraints on the absolute value of the Bogolyubov parameter. In the small sound speed limit, the derived constraints are generally stronger than the existing constraint derived from the power spectrum. The bound on the absolute value of the Bogolyubov parameter ranges from the 10^-6 to the 10^-3 level for H/\Lambda_c = 10^-3, depending on the specific details of the model, the sound speed and the phase of the Bogolyubov parameter.