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Release Notes

Effective 2/5/2021, the optional add-on LiveVol Excel Basic subscription is now available to accompany LiveVol Core subscriptions for an additional $100 per month.
Effective January 29th, we have made DXE exchange data available for our Cboe Europe Equities products. Historical data is available back to January 4th, 2021.
13F Data Set Available as of January 29, 2021 -Thursday, January 28, 2021

Our 13F data subscription is now available which tracks the most recent quarterly position disclosures made by institutional investors as required by the SEC. We curate the data each day with SEC updates along with our own secondary calculations and market data corrections.

Product Page: 13F Option Holders - Subscription

Product Launch: Cboe All Access APIs -Monday, January 25, 2021

Effective January 25th, LiveVol APIs were replaced by All Access APIs. All Access APIs will enable customers access to our entire API suite with a single subscription. In addition, subscription to the Securities Information Processers (SIPs) will be optional, with the API offering midpoint prices, implied calculations, and historical data. Tiered pricing plans include a set number of points per month, with points varying by endpoint and request type . Customers will have the option to enroll in the Free Tier, a 14-day subscription with access to non-SIP data across all APIs.

All Access API Page: https://datashop.cboe.com/all-access-api

Product Page: https://datashop.cboe.com/cboe-all-access-api

CSMI Fee Increase Effective 1/1/2021 -Wednesday, December 30, 2020
Your subscription to LiveVol Analytics Platform (LiveVol Core or LiveVol Pro) or/and API includes the universe of indexes coming from the Cboe Streaming Markets Indexes (CSMI) data feed containing the following channels: Main index channel (MAIN), FTSE/Russell-related index channel (FTSE), Cryptocurrency index channel (CCCY), and Intraday Net Asset Value index channel (INAV). The current monthly fees are Live data $3.35 and Delayed data $0.97 and the new monthly fees effective 1/1/2021 are $3.80 and $1.22 respectively. For more information please see: https://datashop.cboe.com/sip-fees
Effective November 25, 2020, DataShop Subscription Renewal SFTP File Path names will persist to the last used SFTP File Path name prior to the Renewal. While the new files will have the new dates (yyyy/mm/dd) in their description, the SFTP File Path will no longer change when your subscription renews. Additionally, you may create a Custom SFTP File Path name for your Subscription Folder, subject to naming conventions and symbol usage which if violated will activate a pop up warning. To create a Custom SFTP File Path name, log in to your Account, select Orders, then click on the Order Details for the Subscription you wish to Customize the SFTP File Path name.
Effective 11/23/2020, C1 Open-Close and Optsum data is available from 1/1/2005. For C1 Open-Close and Optsum data prior to 2005, please contact Sales@LiveVol.com.

We are please to announce the launch of 10-minute interval Open-Close summary data on Cboe's 4 option exchanges to compliment the EOD data.  Historical 10-minute intervals are available for C1 from October 2019, and on C2, BZX, EDGX from January 2020.  Subscriptions are also available.

Product Pages:

C1: Historical, Subscription

C2: Historical, Subscription

BZX: Historical, Subscription

EDGX:  Historical, Subscription

Select your own custom interval from 1 minute to End-of-day, NBBO market quote and size are captured in every snapshot along with open, high, low, close and trading volume. Underlying bid and ask prices are included at each interval for your reference. Covers U.S Stock, ETF, and Index securities with listed options. In addition to OHLC, Volume, and NBBO markets at each interval, you may select and include a combination of the following: Calcs, BBO of each Exchange, or Open Interest.
Borrow Intensity Indicators are files of Cboe Hanweck intraday data that describe constant maturity synthetic lending rates derived from real-time option analytics. Borrow Intensity is updated every 20 minutes and is available as live intraday. Borrow Intensity Indicators are a proprietary calculation based upon implied borrow at millisecond granularity and further transformed with machine learning using characteristics including relative liquidity and term in order to create constant maturities of 45, 60, 90, 180, and 360 days.

Product names:
Borrow Intensity Indicators
Borrow Intensity Indicators - Subscription