Release Notes

This data set facilitates order flow analysis including:

  • Unusual option activity
  • Directional bias
  • Retail interest
  • Stock-loan considerations, and more…

Available for historical purchase https://datashop.cboe.com/high-level-option-sentiment  and daily file subscription https://datashop.cboe.com/high-level-option-sentiment-subscription

Please be advised that due to the Cboe VIX spot calculation methodology change announced 9/22/2021 we will start including VIX data through 16:16:00 ET in the following DataShop products effective 9/27/2021:

  • Equity, ETF & Index Quotes
  • Equity, ETF & Index Trades
  • Equity EOD Summary
  • CSMI Index Quotes
  • CSMI EOD Quotes
  • VIX Index Values


    Effective September 27, 2021, the Cboe Volatility Index (VIX) spot value dissemination end time will change.

  • Symbol - VIX; Channel - CSMI Main Channel
  • Current Dissemination End Time - 16:15:00 ET
  • New Dissemination End Time - 16:15:15 ET
  • Effective 9/27/2021

    If you are interested in specific details around the calculation methodology change, please review the Addendum 2 to the VIX White Paper linked below:

  • Check it out here.
  • Please contact Support@LiveVol.com with any questions.

Cboe DataShop Website Redesign 8/27/2021 -Thursday, August 26, 2021

The Cboe DataShop website has been redesigned with improvements for better user experience. This is a website-only update and delivery of historical data and subscription files for customers is unaffected.

  • Like products have been consolidated for more convenient purchase options and concise search results
  • Product categories have been simplified for better discoverability when browsing and searching
  • The checkout process has been streamlined for a more consistent and faster experience
  • Easy access to all of our data sets, platforms, and API offerings
Same day API access (exclusive of data to SIP provider(s), if applicable) has been enabled for API subscribers.
CSMI Fee Increase Effective 8/1/2021 -Friday, June 25, 2021

Effective August 1, 2021, the CSMI pass-through market data fees on your invoices will be adjusted to reflect the recent changes.

Significant improvement on the CSMI market data are:

  • The CCCY channel will include exclusive CoinRoutes RealPrice data, which is a real-time price for cryptocurrencies, based on the fee-sensitive, consolidated order books from all accessible exchanges
  • MSCI channel will be available to LiveVol customers

The current monthly fees are Live data $3.80 and Delayed data $1.22, and the new monthly fees effective 8/1/2021 are $10.65 and $3.45 respectively

  • Trade Optimizer has now been migrated to All Access APIs. Check it out here.
  • To help subscribers better plan their usage, paying subscribers will now be notified via email once they reach 80%, 90%, 100%, 125%, 150% of their monthly points allowance.
  • Daily points allowance for Free Tier has increased from 100 to 500.

DataShop is pleased to announce four new Cboe exclusive data sets: Event Free Realized Volatility, Fit Parameters, Implied Earnings Move, and Traded Vega Ratio. These products are calculated using a proprietary valuation model and represent the latest additions to the suite of value-added file offerings from DataShop.

Product Pages:

Event Free Realized Volatility

Fit Parameters

Implied Earnings Move

Traded Vega Ratio

Cboe has added endpoints to the following All Access API categories: Trade Review, Events, Custom Scanner, Market At A Glance, and Time and Sales.

All Access APIs allows customers to access multiple endpoints 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

API Reference: https://api.livevol.com/v1/docs/Help?apiGroupName=allaccess

DataShop is pleased to announce three new Cboe exclusive data sets: Early Exercise Strike by Option Class, Master Vol By Underlyer, and Implied Borrow. These products are calculated using a proprietary valuation model and represent the latest additions to the suite of value-added file offerings from DataShop.

Product Pages:

Early Exercise Strike by Option Class

Master Vol By Underlyer

Implied Borrow

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.
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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