Release Notes

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
Over 60 fields have been added to custom scans to help you find trading opportunities in the market. Additionally the interface has been enhanced to allow easy field search as well as the ability to copy, import, and export scans. Navigate to Pro Scanner/Custom in LiveVol to check out the changes
LiveVol's SmartMarkets API is available as of March 30, 2020.
LiveVol's Trade Optimizer API is available as of March 6, 2020.
SIP (Security Information Processor) Fee breakdown has been added to API Products at the point of purchase in DataShop effective after the close February 14, 2020.
Contact Us
For technical support or to discuss how DataShop can help your business:
+1 800 307-8979 U.S.
+1 312 786-7400 Global

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