The Cboe Australia Multicast PITCH data set contains a tick by tick feed of all orders, modifications, and cancelations received by the CXA platform, as well as any trades executed.
The data set is a flat file version of the multicast PITCH feed participants can receive in real time by connecting to the CXA platform. Subscribers will receive one file per day per matching unit (currently 2).
Historical data available from 2023-03-27 to present.
Clients should refer to the CXA PITCH Spec for decoding the files.
Legacy Exchange Data
Legacy exchange data (CHXMD) is available at $500/month from 11/2015 to 2/2022. If you are interested in purchasing legacy data, please contact LiveVolSupport@cboe.com
Legacy Market Data Feed (Binary) Spec
Legacy Multicast Market Data Feed Spec
Legacy Multicast Market Data Feed (Binary) Spec
*If customers wish to distribute Cboe Australia Data to third parties (external distribution), or intend to use the data to calculate Indices, or use to create financial products, or Derived Data, please contact our Cboe Australia Data team for assistance at au.marketdata@cboe.com prior to making purchase.
| CXA Product Codes | ||
|---|---|---|
| Distribution | Current | Legacy |
| Internal | CXAMDP-ID | CXAMSR-C |
| External | CXAMDP-ED | CXAMSR-V |
