Products tagged with 'etfs'

MDR data is all quote updates and trade data captured by Cboe's internal data retrieval systems.

This report provides the implied price move associated with the upcoming earnings event using a proprietary methodology.

Record of disseminated executions on a Cboe book (CXE, BXE, DXE) with trade price, size, flags, side, and execution time

Cboe Hanweck Borrow Intensity Indicators describe constant maturity synthetic lending rates derived from real-time option analytics.

Multicast PITCH provides a history of real-time depth of book quotations and execution information with nearly half the latency of TCP PITCH and 20% fewer PITCH events. This is achieved by using binary messages (PITCH 2.0).

The Cboe Europe Trades and Quotes Files are a historical record of the PITCH feed depth of book quotations and execution information. It is the most granular historical record offered on trade and quote level data on Cboe Europe.