CFE Futures Trades

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


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:

Available from March 2018 to present

For previous history (VIX only) please visit VIX Trades and Quotes (Legacy)


File Specifications


  • 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

Purchase this Product



(GTH includes RTH)

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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