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Historical Data

Select your own custom interval from 1 minute to end-of-day. Open, high, low, close, trading volume, VWAP, and underlying market (bid and ask) are included in each interval calculation.
Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data.
Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Timestamped audit trail including analyst days dates and times.
10/2008 – present
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).
The Cboe Europe Trades and Quotes Files are a historical record of the PITCH feed depth of book quotations and execution information. It is the most granular historical record offered on trade and quote level data on Cboe Europe.