Release Notes

Data Product Update: Gemini Cryptocurrency Products Discontinued -Wednesday, December 14, 2022

Gemini Cryptocurrency products have been discontinued.

details

New Data Product Launch: CFE Futures Trades -Wednesday, December 14, 2022

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.

details

Data Product Update: Regional BBO By Exchange Deprecated -Wednesday, September 28, 2022

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.

details

Data Product Update: Gemini Cryptocurrency Auction Order Book Discontinued -Friday, July 8, 2022

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.

details

LiveVol Analytics Platform Market Data Surcharge Effective July 8th, 2022 -Friday, July 8, 2022

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.

details

New Data Products Launch: Cboe Australia Equity Equity Exchange Data Sets Available June 13th, 2022 -Sunday, June 12, 2022

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.

details

New Data Product Launch: VIX Index EOD Calculation Inputs Available As Of May 9, 2022 -Monday, May 30, 2022

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

details

New Product Launch: CFE Futures Summary Available On February 18, 2022 -Friday, February 18, 2022

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

details

DataShop Site and Shopping Cart Enhancements: Historical and Subscription Product Consolidation -Sunday, January 30, 2022

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.

details