Open-Close Cboe EDGX exchange
Open-Close data is a volume summary file for trading activity on the EDGX exchange. Available in 10-minute summary intervals or as an end-of-day summary, it aggregates and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume are further broken down into trade size buckets (fewer than 100 contracts, 100-199 contracts, greater than 199 contracts). Fields 10-17 will only be available in the end-of-day files and will not be populated in the 10-minute intervals.
It contains all series in an underlying security's chain-if it has volume on EDGX. For pricing, please see “LiveVol Fees” in the Exchange Fee Schedule.
For an ongoing subscription, please see: Open-Close EDGX - Subscription
Open-Close data is also available for BZX, C1, and C2
The downloadable sample contains 2 files: 1 sample of the EOD format, 1 of the 10-minute
The EOD level history is available from 1/2/2018, to see the file specifictions please click: here
The 10-minute level history is available from 1/2/2020, to see the file specifications, please click: here.