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Cboe Japan Equities Multicast PITCH

    The Cboe Japan Multicast PITCH data set contains a tick by tick feed of all orders, modifications, and cancelations received by the CXJ platform, as well as any trades executed.

    The data set is a flat file version of the multicast PITCH feed participants can receive in real time by connecting to the CXJ platform. Subscribers will receive one file per day per matching unit (currently 2).

    Subscription:

    A daily file delivery per market and matching unit available as a monthly or annual subscription to the Cboe DataShop SFTP.

    Historical Data:

    Available from November 13, 2023 to present.

    For data prior to November 13, 2023, please contact LiveVolSupport@cboe.com. Legacy exchange data for Alpha is available between 11/2015 to 11/2023 at $500/mo. Legacy exchange data for Select is available between 10/2018 and 11/2023 at $500/mo.

    Legacy Multicast Market Data Feed Spec

    Legacy Multicast Market Data Feed (Binary) Spec

    Reference:

    Clients should refer to the CXJ PITCH spec for decoding the files.

    For each market, there will be a file per matching unit per day, the filenames will have a 2-digit matching unit number and the market name acronym of cxja for CXJ-Alpha and cxjs for CXJ-Select.

    Filename pattern:  YYYY-MM-DD_mc_pitch_{MatchUnitNumber}_{MarketAcronym}.dat.gz

    Example filename for CXJ-Alpha matching unit 1:  2023-11-13_mc_pitch_01_cxja.dat.gz

    Trading Hours & Holidays:

    For market hours, please see Cboe Japanese Equities Trading Hours

    For upcoming holidays, please see Cboe Japanese Equities Market Holidays

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