Equity, ETF, & Index Trades

Indices
equities
etfs

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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).

In order to receive Index spot 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.

Reference:
File specification
Exchange ID Mappings
Trade Condition ID Mappings

Subscription:

Daily file 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.

Fields:

Underlying Symbol
Quote Datetime
Exchange
Trade Price
Trade Size
Trade Condition Id
Canceled Trade Condition Id
Bid
Ask

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Dates * Choose a single date by double-clicking the same day. Or choose a date range by clicking once on a start date, and then again on an end date. Date ranges can span multiple months and years.

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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.

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