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: