Daily archive of Cboe U.S. Equities last sale real-time feed. Includes matched trade price, volume and execution time on a Cboe book.
Because quotes are not shown, Last Sale results in much less data than other feeds.
Subscription:
Daily end-of-day delivery per exchange. Files will typically become available on the SFTP after 9pm U.S. Eastern.
Historical Data:
Available from September 2019 to present.
Reference:
Cboe Last Sale Specification (U.S. Equities)
Customers will receive 1 file per exchange per trade date.
Filenaming pattern: last-sale-<YYYYMMDD>_<exchange>.dat
Example filename: last-sale-20231127_edgx.dat
Trading Hours & Holidays:
For market hours, please see Cboe U.S. Equities Trading Hours
For upcoming holidays, please see Cboe U.S. Equities Market Holidays