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.
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 SFTP. Files typically become available to download after 9pm U.S. Eastern.
Historical Data Availability
Available from September 2019 to present
File Specifications & References
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
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)