• 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: Volume Summary Remove
  • Data Type: Dividends Remove
  • Data Type: Earnings Remove

Historical Data

Full depth of book data on Cboe FX markets. Available Currency Pairs.
Cboe FX Top provides the top of book data on the currency pair. The data set contains the quote time, bid price, bid quantity, offer price and offered quantity. Available Currency Pairs.
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. Timestamps prior to and including February 23, 2018 are stated in U.S. Central (CST) and in Greenwich Mean Time (GMT) afterwards.

* VIX TAS data is not included

Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.
Our end-of-day option quotes file actually provides two snapshots of market quote and size, one at 15:45 and another at the market close (market closing time is product dependent). Summary trading data is also included in the files. The first, last, lowest and highest trade in every series, as well as, the total volume, VWAP and open interest.