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Cboe FX Top of Order Book
  • Currencies

Top of book data for currency pairs with quote time, bid price, bid quantity, offer price and offer quantity

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

Reference:

Available Currency Pairs

Subscription:

Daily delivery

Historical Data:

Available from March 31, 2003 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 Price
  • Bid Qty
  • Offer Price
  • Offer Qty

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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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