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Historical Data
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.
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 |
Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.
See every underlying trade in an underlying security. Trade price, trade size, trade condition, the trading venue and national best bid and offer are included in each record.
Reference Files:
Exchange ID Mapping: Exchange IDs
Trade Condition ID Mapping: Trade Condition IDs
Reference Files:
Exchange ID Mapping: Exchange IDs
Trade Condition ID Mapping: Trade Condition IDs
VIX index (spot) values are the intraday values of the index only. This data is available starting from January, 1992. The frequency of the VIX index values is every minute for data prior to 2004 and every 15 seconds, including milliseconds, from 2004 and after.
Timestamped audit trail including analyst days dates and times.
10/2008 – present
10/2008 – present