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Historical Data

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.
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.
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.