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Product Details
Cboe U.S. Options Multicast PITCH
  • Options

Daily archive of Cboe U.S. Options Exchanges depth of book real-time feed with execution information

Subscription:

Daily end-of-day delivery per exchange to the SFTP.  Files typically will become available after 8pm U.S. Eastern.

Historical Data:

Available from October 2019 to present

Reference:

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

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