Open-Close Cboe EDGX exchange - Subscription
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. End-of-day data is delivered overnight after midnight U.S. Eastern, 10-minute files are delivered intraday a few minutes after each interval closes. For pricing, please see “LiveVol Fees” in the Exchange Fee Schedule.
To purchase historical data, please see Open-Close EDGX Historical
Open-Close subscriptions are also available for: C1, BZX, and C2
The downloadable sample contains 2 files: 1 sample of the EOD format, 1 of the 10-minute