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  • Asset Type: Options Remove
  • Asset Type: Cryptocurrencies Remove
  • Data Type: Quotes Remove
  • Data Type: Tick Remove
  • Data Type: Trades Remove
  • Data Type: Vix Spot Remove
  • Data Type: Volume Summary Remove
  • Data Type: Constituents & Roll Remove
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Historical Data

Trades data on cryptocurrencies such as Bitcoin and Ethereum recorded by the Gemini Exchange. The offering is a sub-set of the Order Book product where a filter when the Event Type is a Fill has been applied. Auction data is not included. The currency pair symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1, the following pairs are supported:

Currency Pair Quantity currency Price currency
BTCUSD BTC USD
ETHUSD ETH USD
ETHBTC ETH BTC
ZECUSD ZEC USD
ZECBTC ZEC BTC
ZECETH ZEC ETH
Trades data on cryptocurrencies such as Bitcoin and Ethereum recorded by the Gemini Exchange. The offering is a sub-set of the Order Book product where a filter when the Event Type is a Fill has been applied. Auction data is not included. The currency pair symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1, the following pairs are supported:

Currency Pair Quantity currency Price currency
BTCUSD BTC USD
ETHUSD ETH USD
ETHBTC ETH BTC
ZECUSD ZEC USD
ZECBTC ZEC BTC
ZECETH ZEC ETH
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.
Our end-of-day option quotes with Calcs file provides all of the fields in the end-of-day Option quotes file plus market implied volatility for each option, as well as, the greeks (Delta, Gamma, Theta, Vega and Rho). Implied volatility and Greeks are calculated off of the 1545 timestamp, since it is considered a more accurate snapshot of market liquidity than the end of day market.
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 for trading activity on the BZX 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.