European Equities Off-Exchange (OTC) trades in accordance with the MiFID II Approved Publication Arrangement (APA) regime.
If customers wish to distribute this data to third parties (external distribution) or intend to use the data to generate derived data, please fill out the onboarding form here. Under Page 2 'Data Feed Subscription', select 'Through one or more Market Data Vendors'. Under the Market Data Products questionnaire 'Which vendor(s) will be providing this data?', specify 'DataShop'. You will be notified once the request is approved. Pricing will be £155/month for historical data distribution.
Subscription:
Delivery via SFTP: CSV file delivered daily via Cboe DataShop SFTP by end-of-day.
Delivery via Direct Access (Snowflake): Data shared directly with your Snowflake account for querying current and historical data.
Historical:
Available from March 11, 2024.
One file per trade date. Daily files are typically ~50MB (compressed).
Reference:
For the APA Service Description, please see Cboe_EE_TRS_Service_Description.pdf
European Equities Hours & Holidays can be found here:
European Equities Hours & Holidays
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)