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Historical Data

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.
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.
Earnings conference call dates and times.
1/1/2006 – present
Revisions to earnings announcement dates and/or status, for example status change from “tentative” to “verified”. Also alerts when the earnings announcement date crosses before or after the weekly or monthly option contract expiration.
1/1/2006 – present
Snapshot once per day of the next earnings date (6,500 World Wide companies calendar data). Note this is a history only file (no forward-looking feed).
1/2/2006 – present
EPS dates and dollar amounts with timestamps.
1/1/2006 – present