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  • Asset Type: Options Remove
  • Asset Type: Currencies Remove
  • Data Type: Book Depth Remove
  • Data Type: Implied Volatility Blends Remove
  • Data Type: Quotes Remove
  • Data Type: Investor Events Remove
  • Purchase Type: Historical 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. 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.
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.