Daily archive of Cboe U.S. Equities Exchanges depth of book real-time feed with execution information

Subscription:

Daily end-of-day delivery per exchange to the DataShop SFTP.  Files will typically become available after 10pm U.S. Eastern.

Effective Jan 1, 2024, subscription prices will be updated from $500 to $1000 per exchange. 

Effective Monday March 11, 2024, the Cboe US Equities Pitch Subscription  has been updated to include a summary file of all matching engines data into a single file, this file is identified by 'mdma-pitch-20240311_bzx.dat.gz' where 'bzx' is the exchange and '20240311' is the date.  

Historical Data:

Available from September 2019 to present

Effective Jan 1, 2024, historical prices will be updated from $500 to $1000 per month per exchange.

Reference:

Cboe Multicast PITCH Specification (U.S. Equities/Options)

Customers receive 1 file per exchange and Matching Engine Unit ("ME") per trade date, the ME unit will always be a 2 digit number and will have a leading 0 from ME's 1-9

Filenaming pattern:  <YYYY-MM-DD>_mc_pitch_<ME>_<exchange>.dat.gz

Example filename:  2023-11-28_mc_pitch_01_bzx.dat.gz

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