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New Product Launch: CFE Futures Summary Available On February 18, 2022

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

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