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Product Details
Cboe U.S. Futures Multicast PITCH
  • Cboe Exclusive
  • equities
  • etfs

Daily archive of Cboe Futures Exchange depth of book real-time feed with execution information.

Includes CFE Top (Level 1) with BBO quotes, last sale information, and Strategy BBO information (spreads).

Includes CFE Book Depth (Level 2) with full depth of the market.

Subscription:

Daily end-of-day delivery to the SFTP.  Files will typically become available for download after 6:30pm U.S. Eastern.

Historical Data:

Available from August 2018 to present

Reference:

Cboe Multicast PITCH Specification (Futures)

On a regular trade date, customers receive 1 file per 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.  Around holidays where extended Global Trading Hours (GTH) combined with Regular Trading Hours (RTH) crosses 3 calendar dates, files will have a trading segment 1 and trading segment 2 indicator for each ME unit.

Filename pattern:  <YYYY-MM-DD>_mc_pitch_<ME>_<segment>_cfe.dat.gz

Example filenames:  2023-11-24_mc_pitch_01_1_cfe.dat.gz, 2023-11-24_mc_pitch_01_2_cfe.dat.gz

Trading Hours & Holidays:

For market hours, please see Cboe U.S. Futures Trading Hours

For upcoming holidays, please see Cboe U.S. Futures Market Holidays

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