The Cboe Canada NEO Multicast PITCH data set contains a tick by tick feed of all orders, modifications, and cancelations received by the NEO 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 NEO platform. Subscribers will receive one file per day per matching unit.

Subscription:

A daily file delivery per market and matching unit available as a monthly or annual subscription to the Cboe DataShop SFTP.

Historical Data:

Available from March 3, 2025 to present.

Reference:

Clients should refer to the Cboe Canada Multicast PITCH specification for decoding the files.

For each market, there will be a file per matching unit per day, the filenames will have a 2-digit matching unit number and the market name acronym of neol for NEO-L and neond for NEO-N/NEO-D.

Filename pattern: YYYY-MM-DD_mc_pitch_{MatchUnitNumber}_{MarketAcronym}.dat.gz

Example filename for NEO-N/NEO-D matching unit 1: 2023-11-13_mc_pitch_01_neond.dat.gz

Trading Hours & Holidays:

For market hours, please see Cboe Canadian Equities Trading Hours - Hours & Holidays

For upcoming holidays, please see Cboe Canadian Equities Market Holidays - Hours & Holidays