×
Data
APIs
Platforms
Account
Careers
Contact Us
Product Details
INAV Channel Tick Data
  • Indices
  • equities
  • etfs
Download sample

Cboe Global Indices Feed (CGIF) - INAV channel offers Cboe-calculated iNAVs, IOPVs, and IIVs for ETFs and ETPs. This dataset contains all disseminated index values; frequency of reported values is index-dependent and can vary from once per second to once per day. Find the full list of active indices on the INAV channel here.

Subscription

Files will be distributed daily shortly after the open of the next trading day (9:30 ET).

Historical

Historical data available from December 2007 for active symbols. Please note historical data for inactive or retired symbols are not supported.

Reference:

File Specifications

Purchase this Product

*

*

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
Recommended Data Products
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
  • Options
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
  • Options
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
  • Options
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
    Option Quotes
    1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
    • Options
    Option Trades
    Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)
    • Options
    CFE Summary
    CFE Summary files aggregate and bucket anonymized trading volume and trade count in all CFE products including spreads and trade at settlement products.
    • Futures
    Option Sentiment
    The Option Sentiment dataset is a daily and historical product that facilitates quantitative and qualitative order flow analysis for traders, brokers, and research teams.
    • Options
    Contact Us
    For technical support or to discuss how DataShop can help your business:
    OR
    Phone
    +1 800 307-8979 U.S.
    +1 312 786-7400 Global

    Your message was successfully sent.

    Thank you for your inquiry. We will respond to your request shortly.

    Please use the form below to get in touch with us. Select the appropriate category for your message to contact the right department.

    *Required fields

    We're sorry, an error occurred.

    © 2021 Cboe Exchange, Inc. rights reserved
    Company
    Information
    My Account