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).
In order to receive Index data in subscriptions, customers must have an active license to the Cboe Global Indices Feed (CGIF). Historical orders will contain Index data for all customers regardless of license status.
Subscription:
Intraday or daily overnight delivery
Historical Data:
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.
Reference:
Fields:
- Underlying Symbol
- Quote Datetime
- Open
- High
- Low
- Close
- Trade Volume
- VWAP
- Bid
- Ask
