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).
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.
File Size Estimates:
All symbols, annual disk space ~100GB (compressed)
Fields:
- Underlying Symbol
- Quote Datetime
- Exchange
- Trade Price
- Trade Size
- Trade Condition Id
- Canceled Trade Condition Id
- Bid
- Ask
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)