Daily capture of Cboe U.S. Equities top of book real-time feed. Includes top-of-book quotations, matched trade price, volume and execution time on a Cboe book.
Cboe Top does not send depth-of-book information and does not show hidden or routed orders.
For customers who don't need full depth PITCH data, this data set has the benefit of significantly reduced file sizes.
Subscription:
Daily end-of-day delivery per exchange to the SFTP. Files typically become available to download after 9pm U.S. Eastern.
Historical Data:
Available from September 2019 to present
Reference:
Cboe TOP Specification (U.S. Equities)
Customers receive 1 file per exchange per trade date.
Filename pattern: top-yyyymmdd_{exchange}.dat.gz.
Example filename: top-20230712_byx.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