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Historical Data

MDR data is all quote updates and trade data captured by Cboe’s internal data retrieval systems. MDR data is offered in the following Cboe exclusive indices: ^VIX, ^SPX and ^OEX. The amount of history available of the data varies by symbol; ^SPX from January 1990, ^OEX-January 1990 and ^VIX-March 2006. The MDR data will either be delivered to FTP or via a separate Hard Drive.
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.