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Welcome to our new and improved Cboe DataShop!

Historical Data

MDR data is all quote updates and trade data captured by Cboe’s internal data retrieval systems.
Cboe Streaming Market Indices (CSMi) consists of over 200 index values offered by Standard and Poor’s and Cboe and many more firms.
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.
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 Last Sale File is a historical record of disseminated executions on a Cboe book with trade price, volume and execution time. Because quotes are not shown, the trades file results in much less data than the trades and quotes file.
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.
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