Daily archive of Cboe U.S. Options Exchanges depth of book real-time feed with execution information for RTH and GTH sessions.
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 will become available after 8pm U.S. Eastern.
Historical Data Availability
Available from October 2019 to present.
File Specifications & References
Cboe Multicast PITCH Specification (U.S. Equities/Options)
On a regular trade date, customers receive 1 file per Matching Engine Unit (ME) per exchange and 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, the C1 options files will have a trading segment 1 and segment 2 indicator for each ME unit.
Filename pattern: <YYYY-MM-DD>_mc_pitch_<ME>_<segment>_<exchange>.dat.gz
Example filenames:
2023-11-24_mc_pitch_01_1_cone.dat.gz
2023-11-24_mc_pitch_01_2_cone.dat.gz
2023-11-24_mc_pitch_01_1_bzx.dat.gz
2023-11-24_mc_pitch_01_1_ctwo.dat.gz
Trading Hours & Holidays
For market hours, please see Cboe U.S. Options Trading Hours
For upcoming holidays, please see Cboe U.S. Options 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)