CFE Summary files aggregate and bucket anonymized trading volume and trade count in all CFE products including spreads and trade at settlement products.
Sessions available: Extended Futures session (GTH) files and Regular Trading Hours (RTH) files available
Snapshots Available: 10-minute intervals and End-of-Day (EOD) Summary
Subscription:
Delivery Times:
Historical Data:
Bucketing Categories:
Additional Value-Added Information included:
Reference:
Trading Hours & Holidays:
Please refer to Cboe’s CFE Hours & Holidays for more information on GTH and RTH hours and modified hours around U.S. Holidays.