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Product Details
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).

*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.

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.

Fields:

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

Purchase this Product

*

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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
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