Multicast PITCH provides a history of real-time depth of book quotations and execution information with nearly half the latency of TCP PITCH and 20% fewer PITCH events. This is achieved by using binary messages (PITCH 2.0).
The historical Multicast PITCH data dates back to 04/30/2012 for the CXE exchange and to 05/03/2011 for the BXE exchange.
To see the Multicast PITCH file format please refer to the specifications below:
http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf
European Equities Hours & Holidays can be found here:
https://markets.cboe.com/about/hours/european-equities/
Licensing & Redistribution Rights
This dataset is proprietary to Cboe Global Markets. External redistribution of this data is strictly prohibited.
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