×
CFE Summary
  • Futures

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:

  • 10-minute intervals:
    • Intraday (15-minute delay) available only for RTH session
    • End of day delivery for Futures session and RTH session, delivered after 5:15pm ET on day of market close
  • EOD Summary – GTH session and RTH session delivered after 7:15pm ET on day of market close

Historical Data:

  • 10-minute intervals:  Available from March 2022
  • EOD:  Available for both GTH and RTH from March 2018

Bucketing Categories:

  • Participant: Customer/Firm
  • Side:  Buy/Sell

Additional Value-Added Information included:

  • Product Symbol (Futures, Spreads, TAS)
  • Futures Root
  • Settlement Date
  • Total volume
  • Opening trade price in snapshot
  • Highest trade price in snapshot
  • Lowest trade price in snapshot
  • Last trade price in snapshot
  • Daily Settlement Value
  • Start of day Open Interest
  • Timestamped reference quote
  • TAS volume is combined into the volume of the specific futures contracts in EOD Summary files.

Reference:

File Specifications

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.

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.
Subtotal: $0.00
Contact Us
For technical support or to discuss how DataShop can help your business:
OR
Phone
+1 800 307-8979 U.S.
+1 312 786-7400 Global

Your message was successfully sent.

Thank you for your inquiry. We will respond to your request shortly.

Please use the form below to get in touch with us. Select the appropriate category for your message to contact the right department.

*Required fields

We're sorry, an error occurred.