Cboe Global Indices Feed data consists of more than 1,500 index values offered by Cboe, Standard & Poor's, and other firms.
This offering contains all disseminated index values from 02:00 - 20:00 U.S. Eastern time on each business day. Frequency of reported values is index-dependent and can vary from once per second to once per day.
Customers without a license to the Cboe Global Indices Feed (CGIF) will receive subscription files T+1 shortly after midnight U.S. Eastern time.
Reference:
General index coverage (excluding Morningstar channel): https://www.cboe.com/us/indices/indicesproducts/
Optionable symbols covered: ^SPX, ^VIX, ^XSP, ^MXEA, ^MXEF, ^NANOS, ^DJX, ^MRUT, ^OEX
You can see if a symbol is covered by entering it in 'Pick Symbols' and making your purchase selections. The system will warn you about any symbols not covered prior to purchase.
Fields:
- Underlying Symbol
- Quote Datetime
- Exchange
- Trade Price
- Trade Size
- Trade Condition Id
- Canceled Trade Condition Id
- Bid
- Ask
