Cboe Global Indices Feed data consists of more than 400 index values offered by Cboe, Standard & Poor’s, and other firms.

This offering provides a summary of the opening, highest, lowest, and closing index value disseminated for each index on a given day. For most indices which update every 15 seconds during trading hours, the summary will cover the whole day, for indices which update once per day, the Open, High, Low, and Close will be equal.

In order to subscribe to Index data, customers must have an active license to the Cboe Global Indices Feed (CGIF). Please contact Support (form at bottom of page) before subscribing.

Historical data is available for purchase to all customers, regardless of license status.

Reference:

File specification

Fields:

• Underlying Symbol
• Quote Date
• Open
• High
• Low
• Close
• Trade Volume
• VWAP
• Best Bid 1545
• Best Ask 1545
• Best Bid Eod
• Best Ask Eod