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  • Asset Type: Futures Remove
  • Data Type: Book Depth Remove
  • Data Type: Implied Volatility Blends Remove
  • Data Type: Constituents & Roll Remove
  • Purchase Type: Annual Subscription Remove
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  • Purchase Type: Historical Remove

Historical Data

This product contains trades and quotes, including book depth, on CFE VIX Futures. CFE Book Depth data is comprised of three components, quotes, simple orders, and complex orders. When putting the three components together, one may reconstruct the CFE Book depth.