×
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.
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.

Purchase this Product

*

*
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.
Subtotal: $0.00
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.