Cboe Open-Close Volume Summary

Options

Open-Close data delivers comprehensive volume analytics for options trading across all Cboe exchanges (BZX, C1, C2, EDGX), offering granular insights into market participant behavior to help you respond quickly and precisely to market changes and make better-informed trading decisions. This dataset categorizes every trade by participant type (customer, professional customer, broker-dealer, market maker), action (buy/sell), and position (open/close), with customer and professional customer activity further broken down by contract size (less than 100, 100-199, greater than 199 contracts). Available as either end-of-day (EOD) summaries or intraday feeds (1-minute* or 10-minute snapshots), the dataset captures all option series with trading volume on your selected exchanges. Files are delivered separately per exchange, while C1 data includes both regular trading hours and global trading sessions.

*1-minute data is currently only available for C2 and BZX, with C1 and EDGX becoming available in Q4 2025. Please make separate purchases for different intervals.

Open-Close Factsheet

Licensing & Redistribution Rights

This dataset is proprietary to Cboe Global Markets. Raw data is licensed for internal use only and may not be redistributed externally in any form. External distribution of derived data is permitted subject to additional licensing fees and terms. External redistribution of non-derived data is strictly prohibited.

Fee Schedules have been filed with the SEC (see “LiveVol Fees”).

Subscription Details

Type	Delivery Schedule	File Organization	Content	Delivery Method
EOD	Overnight after midnight U.S. Eastern	One file per exchange, per day or month (based on grouping selection)	Include Fields 10-17 (OHLC prices, total volume, open interest)	SFTP
10 min	Minutes after each interval closes	One file per exchange, per interval timestamp	Exclude Fields 10-17 (OHLC prices, total volume, open interest)	SFTP
1 min	Minutes after each interval closes	One file per exchange, per interval timestamp		SFTP Snowflake (restriction applies)

File Specifications & References

End-of-Day Files:
- EOD file specification
- Legacy EOD file specification (C1)
Intraday Files:
- 10-minute file specification
- 1-minute file specification

Historical Data Availability

Exchange(s)	Summary Level	Historical Start Date
C1	EOD	2005-01-03*
C1	Interval	2011-01-03
BZX, C2, EDGX	EOD	2018-01-02
BZX, C2, EDGX	Interval	2019-03-01

Additional Notes:

*Format change in 2011 (see Legacy EOD file specification (C1)
For data prior to 2005, please contact [email protected]
C1 Global Trading Hours session coverage available starting December 11, 2023
All data is sourced directly from Cboe exchanges except Total Industry Volume and Open Interest, which are provided by third-party vendors as value-adds on a best-effort basis

Important Data Conventions

Due to operational changes over time, historical data may follow different conventions:

- Open Interest / Previous Open Interest
  - C1: Values shifted one day ahead from start of history through 2019-10-04
  - C2: Values shifted one day ahead from start of history through 2018-05-11
  - BZX, EDGX: Consistent start-of-day convention throughout history
- Total Industry Volume
  - C2: Values doubled from start of history through 2018-05-11
- Total Exchange Volume
  - C1: Calculated as (B + S) / 2 from start of history through 2019-10-04 (current convention: B + S)
- Previous Close
  - C1: Last traded price on C1 exchange only (through 2019-10-04)
  - C2: Last traded price on C2 exchange only (through 2018-05-11)
  - BZX, EDGX: Consistent industry-wide last traded price throughout history