The equity quotes end-of-day files recap the day’s trading activity in the underlying security.
Open, high, low, close, trading volume and VWAP are included with two NBBO snapshots, one at 15:45 US Eastern Time and another at the market close (market closing time is product dependent). The ‘close’ represents the last traded price during Regular Trading Hours (RTH) for the symbol.
We also include a supplementary file that contains opening and closing marks for the day per symbol/exchange, and identifies the primary listed market for the underlying.
This data set covers U.S. Equities and ETFs primary listed on national equity exchanges (excludes OTC) during Regular Trading Hours (RTH).
Subscription:
Daily file delivery
Historical Data:
Available from January 2010 to present
Reference:
Field List:
Underlying EOD File
- Underlying Symbol
- Quote Date
- Open
- High
- Low
- Close
- Trade Volume
- VWAP
- Best Bid 1545
- Best Ask 1545
- Best Bid Eod
- Best Ask Eod
Underlying EOD Summary file
- Underlying Symbol
- Quote DateTime
- Open or Close
- Exchange Id
- Trade Price
- Trade Condition Id
- Primary Exchange
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)