The Cboe Europe Trades and Quotes Files are a historical record of the PITCH feed depth of book quotations and execution information. It is the most granular historical record offered on trade and quote level data on Cboe Europe.
Available as one-time historical purchase and ongoing subscription
Reference:
To see the European equities data text files format (quotes and trades) please refer to the specifications below:
Equities TAQ format
To see the Multicast PITCH file format please refer to the specifications below:
Multicast PITCH format
European Equities Hours & Holidays can be found here:
European Equities Hours & Holidays
Field List:
message_type
message_seq_number
time_stamp
order_id
executed_shares
remaining_shares
cancelled_shares
execution_id
execution_flags
trade_flags
side_indicator
quantity
symbol
shares
price
trade_id
trade_time_stamp
execution_venue
currency
cboe_trade_timing_ind
extended_trade_flags
add_flags
participant_id
status
reserved1
statistics_type
price_determination
auction_type
reference_price
indicative_price
indicative_shares
outside_tolerance
includes_primary
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)