Cboe FX Order Book Snapshot
  • Currencies

Full depth of book snapshots on Cboe FX markets throughout the day

One file per day, per currency, covering all trading hours


Available Currency Pairs


Daily delivery

Historical Data:

Available from 2009 to present

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


  • Time (U.S. Eastern): The trading session for a given file date starts at 5PM US Eastern on the prior date and ends at 5PM US Eastern on the file date (i.e. 00:00 to < 17:00 = T, 17:00 to < 24:00 = T - 1)
  • Bid/Ask
  • Price
  • Qty

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