Underlying Equity and ETF trades with trade price and size, trade condition, exchange/venue and National Best Bid and Offer (NBBO)
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.
Reference:
File specification
Exchange ID Mappings
Trade Condition ID Mappings
Subscription:
Daily file delivery
To receive data for Indices in subscription product files, customers must hold an active Cboe Global Indices (CGI) license.
Effective June 3, 2024, indices will no longer be supported. Please subscribe to Index Trades to receive trades on index products.
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.
File Size Estimates:
All symbols, annual disk space ~100GB (compressed)
Fields: