• Twitter YouTube Facebook LinkedIn Apps RSS Feed
MDR data is quotes and trades captured by Cboe’s internal data retrieval systems. MDR data is offered in the following Cboe exclusive indicies: ^VIX, ^SPX and ^OEX. The amount history available of the data varies by symbol; ^SPX from January 1990, ^OEX-January 1990 and ^VIX-March 2006. The MDR can typically fit onto a few DVDs, therefore, no surcharge is needed for additional hardware.
Fields include:
  • RECORD_TYPE_CODE
  • TRADE_DATE
  • TRADE_TIME
  • SEQ_NBR / TRADE_TIME_THOU
  • MARKET_CONDITION_CODE
  • CLASS_SYMBOL
  • EXPIRATION_DATE
  • PUT_CALL_CODE
  • EXERCISE_PRICE
  • BID_PRICE / TRADE_PRICE
  • BID_SIZE / TRADE_SIZE
  • ASK_PRICE
  • ASK_SIZE
  • UNDERLYING_INSTRUMENT_PRICE
  • UNDERLYING_INSTRUMENT_SYMBOL
Buy This Data
*
*
Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Total: $0.00
Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.