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 equity bid/ask
This data set covers U.S. Equities and ETFs primary listed on national equity exchanges (excludes OTC) during Regular Trading Hours (RTH).
*See Subscription and Historical Data sections below for information on Index data.
Subscription:
Intraday or nightly file delivery
To receive data for Indices in subscription product files, customers must hold an active Cboe Global Indices (CGI) license.
If you do not want to purchase a CGI license (fees start at $1k/month), you can subscribe to our Index Quotes product for T+1 values for desired indices.
Historical Data:
Available from 2010 to present
Index data can be purchased by all customers in historical orders regardless of CGI license status.
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.
Reference:
Fields:
- Underlying Symbol
- Quote Datetime
- Open
- High
- Low
- Close
- Trade Volume
- VWAP
- Bid
- Ask
