Open-Close data is a volume summary file for option trading activity on Cboe exchanges (BZX, C1, C2, EDGX). Available in 10-minute intervals or as an end-of-day summary, it aggregates and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing position. The customer and professional customer volumes are further broken down into trade size buckets (fewer than 100 contracts, 100-199 contracts, greater than 199 contracts). Fields 10-17 (OHLC prices, total volume, open interest) will only be available in the end-of-day files and will not be populated in the 10-minute intervals. It contains all series in an underlying security's chain if it has volume on the exchange.
Select one or more exchanges when purchasing. Data files are delivered per exchange.
*While the bulk of this data set is derived directly from our markets, we rely on third party providers for Total Industry Volume and Open Interest. These fields are included as value-adds and are provided on a best effort basis.
Detailed end-of-day file information:
EOD file specification
Legacy EOD file specification (C1)
Detailed 10-minute interval file information:
Interval file specification
This data set is exclusive to Cboe and Fee Schedules have been filed with the SEC (see “LiveVol Fees”)
End-of-day data is delivered overnight after midnight U.S. Eastern.
10-minute files are delivered intraday a few minutes after each interval closes.
|Exchange(s)||Summary Level||Historical Start Date|
|BZX, C2, EDGX||EOD||2018-01-02|
|BZX, C2, EDGX||Interval||2019-03-01|
*Format change in 2011 described in Legacy EOD file specification (C1). For data prior to 2005, please contact firstname.lastname@example.org
For EOD data, there will be one file per exchange, per day or month (depending on your file grouping selection). Monthly grouping may not be available for orders with a large number of symbols.
For interval data, there will be one file per exchange, per 10-minute interval time stamp