Release Notes

Gemini Cryptocurrency products have been discontinued.

We are pleased to announce the release of a new data set, CFE Future Trades

Covers all Futures trades on the Cboe Futures Exchange (CFE)

Regular Trading Hours (RTH) and Global Trading Hours (GTH)

Trades at Settlement (TAS)

Block trades

Originating order insights including side adding liquidity

Easily link spread legs together

Subscribe for daily file delivery and purchase history dating back to March 2018.

Please visit https://datashop.cboe.com/cfe-futures-trades for full product details.

Effective September 28th, 2022, regional Top-of-book quotes by exchange will no longer be supported on new historical and/or subscription orders of Option Quotes and Option Trades. Please click on the Release Note title for additional information.

Gemini decommissioned the Auction Order Book files at the close of business June 24th, 2022, as a result, we have decided to remove the offering from the Cboe DataShop catalog.

Market Data Surcharge: This charge covers supplemental market data from exchanges and vendors which are not covered by the typical SIP market data fees of OPRA, CTA, UTP, CME and Cboe Global Indices. Effective July 8th, 2022, there will be a fee $20.00 USD per user per month for LiveVol Pro and $9.00 per month for LiveVol Core for all customers.

We are excited to announce three new data products produced off of trading activity on Cboe Australia (formerly Chi-X Australia):

• Equity EOD Summary: Cboe Australia equity end-of-day files recap the day’s trading activity of ASX listed equity products and CXA uniquely listed products on Cboe Australia
• Market Share Report: The Cboe Australia Market Share report is an end-of-day summary report covering equities trading activity per market participant and security for each trading day
• Equity Broker Share Report: The Cboe Australia Equity Broker Share Report is a T+3 report offering a full report, across every trade, occurring at T-3 of publication date.

Receive the official reference for end-of-day Cboe Volatility Index (VIX) calculation inputs. For more information, please click here

Receive trading volume summary data aggregated on 10 minute and End-of-Day (EOD) levels for the Cboe Futures Exchange (CFE) including the following:

Bucketing Categories:

• Participant: Customer/Firm
• Side:  Buy/Sell
• Transaction Type: Open/Closing/ Not Disclosed (None)

Additional Value-Added Information included:

• Product Symbol (Futures, Spreads, TAS)
• Futures Root
• Settlement Date
• Total volume
• Opening trade price in snapshot
• Highest trade price in snapshot
• Lowest trade price in snapshot
• Last trade price in snapshot
• Daily Settlement Value
• Start of day Open Interest
• Timestamped reference quote
• TAS volume is combined into the volume of the specific futures contracts in EOD Summary files

Available for purchase by visiting CFE Futures Summary

Effective January 31, 2022, customers will be able to purchase historical and subscription products in a single shopping cart rather than separate checkouts as had been the case in the past. Please see the FAQ topic "DataShop Shopping Cart" for supported purchase combinations including APIs and Platforms.

Currently, products effectively appear twice in our listings -- one historical and one subscription. Over the next several days, we’ll be combining historical and subscription versions into a single product listing for easier navigation and discoverability.

Existing customer orders will be unaffected and customers will continue to have the ability to purchase historical or subscription versions independently.