• Twitter YouTube Facebook LinkedIn Apps RSS Feed
BROWSE or REFINE
  • Currently shopping by:
  • Asset Type: Options Remove
  • Asset Type: Futures Remove
  • Asset Type: Currencies Remove
  • Asset Type: Corporate Events Remove
  • Data Type: Book Depth Remove
  • Data Type: Quotes Remove
  • Data Type: Tick Remove
  • Data Type: Vix Spot Remove
  • Data Type: Dividends Remove
  • Data Type: Earnings Remove

Historical Data

Select your own custom interval from 1 minute to End-of-day, NBBO market quote and size are captured in every snapshot along with open, high, low, close and trading volume. In addition to NBBO markets, the BBO of each individual exchange is included in the data set. Underlying bid and ask prices are included at it interval for your reference.
Select your own custom interval from 1 minute to End-of-day, NBBO market quote and size are captured in every snapshot along with open, high, low, close and trading volume. The intervals with calcs data set includes midpoint implied volatility, Delta, Gamma, Theta, Vega and Rho at each interval. Underlying bid and ask prices are included at it interval for your reference.
Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Cboe FX Order Book (Order Event History) replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly. Available Currency Pairs.
Dividend dates and amounts.
1/1/2006 – present
Earnings conference call dates and times.
1/1/2006 – present