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Historical Data

This product contains trades and quotes, including book depth, on CFE VIX Futures. CFE Book Depth data is comprised of three components, quotes, simple orders, and complex orders. When putting the three components together, one may reconstruct the CFE Book depth.
CFE OHLC data is an end of day summary file that contains the volume traded, open interest, open, high, low and last sale price along with last bid and last ask of each VIX futures contract obtained from the Cboe Futures Exchange (CFE). The historical data is available by month back to April 2004.
CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to April 2004.
Cboe Streaming Market Indices (CSMi) consists of over 200 index values offered by Standard and Poor’s and Cboe and many more firms. This offering contains all disseminated values for each index on a given day, it can vary from every 15 seconds during trading hours to once per day based on the index.
Cboe Streaming Market Indices (CSMi) consists of over 200 index values offered by Standard and Poor’s and Cboe and many more firms. This offering contains all disseminated values for each index on a given day, it can vary from every 15 seconds during trading hours to once per day based on the index.
Cboe Streaming Market Indices (CSMi) consists of over 200 index values offered by Standard and Poor’s and Cboe and many more firms. This offering provides a summary of the opening, highest, lowest, and closing index value disseminated for each index on a given day. For most indexes which update every 15 seconds during trading hours, the summary will cover the whole day, for indexes which update once per day, the Open, High, Low, and Close will be equal.