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Cboe Europe Equities Trades
  • Indices
  • equities
  • etfs

The Cboe Europe Equities Trades file is a historical record of disseminated executions on a Cboe book (CXE, BXE, DXE) with trade price, size, flags, side, and execution time. Because quotes are not shown, the trades file results in much less data than the trades and quotes file.

Available as one-time historical purchase and ongoing subscription

Reference:

To see the European equities data text files format (trades only) please refer to the specifications below:
Equities data file 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
side_indicator
shares
symbol
price
execution_id
trade_flags
trade_id
trade_time_stamp
execution_venue
currency
cboe_trade_timing_ind
extended_trade_flags

 

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