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Cboe Europe Equities Trades Data

The Cboe Europe Last Sale File is a historical record of disseminated executions on a Cboe book with trade price, volume and execution time. Because quotes are not shown, the trades file results in much less data than the trades and quotes file.
Fields include:

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

 

To see the European equities data text files format (trades only) please refer to the specifications below:

https://datashop.cboe.com/Themes/Livevol/Content/static/EU_taq_file_trades_only_spec.pdf

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

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Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.