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  • Asset Type: Futures Remove
  • Asset Type: Currencies Remove
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  • Data Type: Book Depth Remove
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Historical Data

Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.
Cboe FX Order Book (Order Event History) replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly. Available Currency Pairs.