Select your own custom interval from 1 minute to end-of-day.
Each interval snapshot includes open, high, low and closing prices (OHLC), trading volume, Volume Weighted Average Price (VWAP), and underlying market (bid and ask)
This data set covers U.S. Equities and ETFs primary listed on national equity exchanges (excludes OTC). Indices on the Cboe Global Indices Feed are also included with spot values. Only U.S. Regular Trading Hours (RTH) are covered.
Intraday* or daily overnight delivery
* Intraday deliveries are not currently available via DataShop, if you would like more information on this offering, please contact Livevol_Sales@cboe.com
Available from 2010 to present
One file per day or month depending on your file grouping selection. Monthly grouping may not be available for orders with a large number of symbols.