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Cboe Legacy Market Data Replay
  • Options
  • Indices
  • equities
  • etfs

MDR data is all quote updates and trade data captured by Cboe's internal data retrieval systems.

MDR data is offered in the following Cboe exclusive indices: ^VIX, ^SPX and ^OEX. The amount of history available of the data varies by symbol; ^SPX from January 1990, ^OEX-January 1990 and ^VIX-March 2006. The MDR data will be delivered by SFTP.

  • RECORD_TYPE_CODE
  • TRADE_DATE
  • TRADE_TIME 1
  • SEQ_NBR / TRADE_TIME_THOU 2
  • MARKET_CONDITION_CODE 3
  • CLASS_SYMBOL
  • EXPIRATION_DATE
  • PUT_CALL_CODE
  • EXERCISE_PRICE
  • BID_PRICE / TRADE_PRICE
  • BID_SIZE / TRADE_SIZE
  • ASK_PRICE
  • ASK_SIZE
  • UNDERLYING_INSTRUMENT_PRICE 4
  • UNDERLYING_INSTRUMENT_SYMBOL

1 - Before 10/1/19 this column had time in CST, afterwords - milliseconds are added, in EST time zone. Example format with milliseconds: 93401984 = 09:34:01:984 AM US Eastern
2 - Before 10/1/19 this column had internal sequence number and milliseconds, afterwords - it's OPRA generated sequence number.
3 - Before 10/1/19 this column had condition name, afterwords - condition ID.
4 - Prior to 7/15/2021 there are instances of data points with more than two (2) decimals.

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Choose a single date by double-clicking the same day. Or choose a date range by clicking once on a start date, and then again on an end date. Date ranges can span multiple months and years.

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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