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Historical Data

Cboe Streaming Market Indices (CSMi) consists of over 200 index values offered by Standard and Poor’s and Cboe and many more firms. This offering contains all disseminated values for each index on a given day, it can vary from every 15 seconds during trading hours to once per day based on the index. Click here to view the current indexes on the CSMi feed.
MDR data is quotes and trades captured by Cboe’s internal data retrieval systems. MDR data is offered in the following Cboe exclusive indicies: ^VIX, ^SPX and ^OEX. The amount history available of the data varies by symbol; ^SPX from January 1990, ^OEX-January 1990 and ^VIX-March 2006. The MDR can typically fit onto a few DVDs, therefore, no surcharge is needed for additional hardware.
Open-Close data is a volume summary file of trading activity on the Cboe C1 exchange (does not include activity from C2, BZX, or EDGEX) that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data for all Cboe (C1) securities goes back to 1990 and contains all series in an underlying security's chain-if it has volume. The Open-Close data is available as a data download by individual underlying symbols, or as a daily update that includes all Cboe (C1) traded options for the previous trade day's data going forward, and as bulk data that includes all Cboe (C1) traded securities for the time frame chosen. Click here for Open-Close pricing.
OPRA data is trades and quotes disseminated from all US options exchanges which are reported by OPRA (Options Price Reporting Authority). The OPRA data is only available as a bulk data purchase, the minimum purchase is one month which covers all Equities, Indexes, and ETFs with listed options. OPRA is an extremely large dataset, one month is typically between 800GB and 1TB and it will require hard drives to transfer the data onto. The amount of data and date ranges will determine the number of hard drives required for the order. Please note, the price of hardware is NOT included in the pricing list for the data, it is determined after the order is received by Cboe LiveVol, LLC. There is an additional charge of $150.00 per hard drive required. The OPRA data comes as a gzipped.csv, each day will have 26 files and is sorted alphabetically by option class and time. Each trade and quote also has the underlying instrument’s price on it. The older OPRA data’s expiration date is recorded as the standard (3rd Friday of the month) expiration for all records. The historical OPRA data dates back to July 2004.
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 as far back as 1990 or based on the index option availability in ^SPX, ^OEX, and ^VIX. *For a similar product for all securities with equity and index options, please see the End-of-Day Option Quotes Data offering.
Multicast PITCH provides a history of real-time depth of book quotations and execution information with nearly half the latency of TCP PITCH and 20% fewer PITCH events. This is achieved by using binary messages (PITCH 2.0).