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.

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

Historical Data:

Available from January 2016 to present

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