• 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: Volume Summary Remove
  • Data Type: Constituents & Roll Remove

Historical Data

Open-Close data is a volume summary file for trading activity on the C2 exchange. It summarizes and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Open-Close data is a volume summary file for trading activity on the EDGX exchange. It summarizes and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high, low and last sales prices for every series in chain. The Optsum data is available from 1990 through 9/30/2019, or based on the index option availability in ^SPX, ^OEX, and ^VIX.

* If you are interested in ^SPX, ^VIX, or ^OEX option quotes data for dates after 9/30/2019, please go to the End of Day Option Quotes (https://datashop.cboe.com/option-quotes) or End of Day Option Quotes with Calcs (https://datashop.cboe.com/option-quotes-end-of-day-with-calcs) pages for similar datasets. Both EOD Option Quotes datasets provide data beginning in 2004 for all equity and index options.
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.