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Cboe FX ITCH feed
  • Currencies

Order history that replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly.

One file per day, per currency

Reference:

Available Currency Pairs

Subscription:

Daily delivery

Historical Data:

Available from July 6, 2009 to present

*The following dates are unavailable: 2015-05-01, 2015-05-04, 2015-05-05, 2021-07-05

Fields:

  • Time
  • Event Identifier
  • Event Type
  • Bid/Ask
  • Price
  • Qty

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