Open, High, Low, Last, Volume, and Trade Count are included. The CXA Closing Price represents the official close for Cboe Australia which is calculated using the Cboe closing price methodology. Summaries are available for Australian Securities Exchange (ASX) listed equity products as well as Cboe Australia (CXA) uniquely listed equities, funds, and warrants.
Available as one-time historical purchase and ongoing daily file subscription.
*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]
| Subscription Fees and CXA Product Codes | |||
|---|---|---|---|
| Market | Distribution | Current | Legacy |
| ASX | Internal | CXA-DTS-ID ($450/Month) | CXA-DTS-C |
| ASX | External | CXA-DTS-ED ($750/Month) | CXA-DTS-V |
| CXA | Internal | CXA-UNQ-DTS-ID ($20/Month) | N/A |
| CXA | External | CXA-UNQ-DTS-ED ($20/Month) | N/A |
Subscription:
A daily file delivery after the Australian market closes to the Cboe DataShop SFTP by 11:00pm AU AEST, 08:00am U.S Eastern.
Historical Data:
Available from February 14, 2020 to present.
One file per day or month depending on your file grouping selection. ASX and CXA listed securities data are provided in the same file if both are selected.
Reference:
Fields:
- Trade Date
- Symbol
- Currency
- Listed Exchange
- Venue ID
- Open
- High
- Low
- Share Volume
- Last
- CLOB Turnover
- Trades
- Trade Report Turnover
- Last Trade Date
- CXA Closing Price
Trading Hours & Holidays:
For market hours, please see Cboe Australia Trading Hours
For upcoming holidays, please see Cboe Australia Market 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)