Cboe Global Indices Feed (CGIF) - Main channel delivers popular S&P indices including SPX, VIX, and DJS. The end-of-day file captures the open, high, low, close (OHLC), and option volume where available, distributed daily. Time of open is 09:30 U.S. Eastern; however, time of close is index-specific. To view active indices on the Main channel, refer to the Cboe Global Indices Definition Feed and filter by Channel = 'MAIN'.
Licensing & Redistribution Rights
This dataset is proprietary to Cboe Global Markets. External redistribution of this data is strictly prohibited. For inquiries on redistribution or licensing, please contact [email protected] for more information.
Subscription Details
Files will be distributed daily shortly after the open of the next trading day (9:30 ET).
Historical Data Availability
Historical data available from January 1975 for active symbols. Please note historical data for inactive or retired symbols are not supported.
File Specifications & References
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
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
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)
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)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)