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

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

Reference:

Available Currency Pairs

Subscription:

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

Fields:

• 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