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 [email protected]
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 [email protected] prior to making purchase.
| CXA Product Codes | ||
|---|---|---|
| Distribution | Current | Legacy |
| Internal | CXAMDP-ID | CXAMSR-C |
| External | CXAMDP-ED | CXAMSR-V |
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)