Friday, February 18, 2022
Receive trading volume summary data aggregated on 10 minute and End-of-Day (EOD) levels for the Cboe Futures Exchange (CFE) including the following:
Bucketing Categories:
- Participant: Customer/Firm
- Side: Buy/Sell
- Transaction Type: Open/Closing/ Not Disclosed (None)
Additional Value-Added Information included:
- Product Symbol (Futures, Spreads, TAS)
- Futures Root
- Settlement Date
- Total volume
- Opening trade price in snapshot
- Highest trade price in snapshot
- Lowest trade price in snapshot
- Last trade price in snapshot
- Daily Settlement Value
- Start of day Open Interest
- Timestamped reference quote
- TAS volume is combined into the volume of the specific futures contracts in EOD Summary files
Available for purchase by visiting CFE Futures Summary