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 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
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)