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.

Historical Data:

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]. 

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