×
Data
APIs
Platforms
Account
Careers
Contact Us
Product Details
Cboe Europe Equities Trades and Quotes
  • Indices
  • equities
  • etfs
Download sample

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

Purchase this Product

*

*

*

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
Recommended Data Products
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
  • Options
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
  • Options
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)
  • Options
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)
    • Options
    Option Trades
    Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)
    • Options
    CFE Summary
    CFE Summary files aggregate and bucket anonymized trading volume and trade count in all CFE products including spreads and trade at settlement products.
    • Futures
    Option Sentiment
    The Option Sentiment dataset is a daily and historical product that facilitates quantitative and qualitative order flow analysis for traders, brokers, and research teams.
    • Options
    Contact Us
    For technical support or to discuss how DataShop can help your business:
    OR
    Phone
    +1 800 307-8979 U.S.
    +1 312 786-7400 Global

    Your message was successfully sent.

    Thank you for your inquiry. We will respond to your request shortly.

    Please use the form below to get in touch with us. Select the appropriate category for your message to contact the right department.

    *Required fields

    We're sorry, an error occurred.

    © 2021 Cboe Exchange, Inc. rights reserved
    Company
    Information
    My Account