Cboe Global Indices Feed (CGIF) - Morningstar (MSTAR) Channel includes benchmarks designed to measure the performance of various market segments and investment strategies globally. This dataset contains all disseminated index values; frequency of reported values is index-dependent and can vary from once per second to once per day. To view active indices on the Morningstar channel, refer to the Cboe Global Indices Definition Feed and filter by Channel = 'MSTAR'.
Subscription
Files will be distributed daily shortly after the open of the next trading day (9:30 ET).
Historical
Historical data available from December 2022 for active symbols. Please note historical data for inactive or retired symbols are not supported.
Reference:
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)