Daily archive of Cboe U.S. Equities Exchanges depth of book real-time feed with execution information
Licensing & Redistribution Rights
This dataset is proprietary to Cboe Global Markets. External redistribution of this data is strictly prohibited.
Subscription Details
Daily end-of-day delivery per exchange to the DataShop SFTP. Files will typically become available after 10pm U.S. Eastern.
Historical Data Availability
- BZX: Available from January 2010 to present
- BYX: Available from October 2010 to present
- EDGA: Available from February 2011 to present
- EDGX: Available from February 2011 to present
Please note that you will not be able to automatically request data earlier than February 2011. If you require data from 2010, please contact sales at [email protected].
File Specifications & References
- Cboe Multicast PITCH Specification (U.S. Equities/Options)
- Cboe Multicast PITCH Specification (EDGA/X, pre-2016)
Customers receive one file per exchange and Matching Engine Unit ("ME") per trade date, the ME unit is always a two-digit number, with a leading zero for MEs 1-9.
For BZX and EDGX:
- Filenaming pattern: <YYYY-MM-DD>_mc_pitch_<ME>_<segment>_<exchange>.dat.gz
- Example filename: 2026-10-12_mc_pitch_01_1_bzx.dat.gz
For BYX and EDGA:
- Filenaming pattern: <YYYY-MM-DD>_mc_pitch_<ME>_<exchange>.dat.gz
- Example filename: 2026-10-12_mc_pitch_01_byx.dat.gz
Additional Notes:
- BZX and EDGX filenames began including a segment identifier on October 12, 2026. Files prior to October 12, 2026 do not include the segment identifier.
- Please refer to the 2026 GTH Segment Calendar for the applicable segment identifier by trade date.
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
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)