This report covers all Cboe Futures Exchange (CFE) futures trades, including Trades at Settlement (TAS) and Block trades.
Trades from Global Trading Hours (GTH) can be included as an additional purchase option.
Each trade contains basic transaction details, the prevailing market at trade time, and insights into matched orders:
- Side Added Liquidity: Reports whether Buyer or Seller initially posted liquidity
- Complex Orders/Spreads: Each trade record contains a Buy and Sell Order ID that can be used to link legs of complex orders
- Trades At Settlement (TAS) - Includes original order match time, contract settlement price, and full transaction price
Sessions available:
-Regular Trading Hours (RTH): 8:30am - 3:15pm U.S. Central time
-Global Trading Hours (GTH): 5:00pm (previous day) - 4:00pm (current day) U.S. Central time
-Selecting GTH will also include RTH
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 file delivery. All customers will receive one file for Regular Trading Hours (RTH) and, optionally, an additional file for Global Trading Hours (GTH)
Historical Data Availability
Available from March 2018 to present
For previous history (VIX only) please visit VIX Trades and Quotes (Legacy)
File Specifications & References
Fields
- trade_datetime
- session
- symbol_id
- symbol
- futures_root
- is_tas_trade
- contract_settlement_date
- contract_settlement_price
- trade_id
- side_added_liquidity
- was_canceled
- canceled_at_datetime
- trade_price
- trade_size
- bid
- ask
- off_order_book_type
- buy_order_datetime
- sell_order_datetime
- buy_order_id
- sell_order_id
- buy_order_num_legs
- sell_order_num_legs
- buy_order_fill_count
- sell_order_fill_count
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)