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  • Asset Type: Options Remove
  • Asset Type: Futures Remove
  • Asset Type: Cryptocurrencies Remove
  • Data Type: Book Depth Remove
  • Data Type: Tick Remove
  • Data Type: Volume Summary Remove
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Data Subscriptions

Order Book data on cryptocurrencies such as Bitcoin and Ethereum recorded by Gemini, a digital asset exchange. The offering shows open orders at the beginning of the day, orders placed, filled, and canceled during the day and are distinguished by the Event Type field. A filter to only receive the Fill events is also available. Auction data is not included. The currency pair symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1, the following pairs are supported:

Currency Pair Quantity currency Price currency
BTCUSD BTC USD
ETHUSD ETH USD
ETHBTC ETH BTC
ZECUSD ZEC USD
ZECBTC ZEC BTC
ZECETH ZEC ETH
Open-Close data is a volume summary file of trading activity on the Cboe C1 exchange (does not include activity from C2, BZX, or EDGX) that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data for all Cboe (C1) securities goes back to 1990 and contains all series in an underlying security's chain-if it has volume. The Open-Close data is available as a data download by individual underlying symbols, or as a daily update that includes all Cboe (C1) traded options for the previous trade day's data going forward, and as bulk data that includes all Cboe (C1) traded securities for the time frame chosen. Click here for Open-Close pricing.

*The Cboe Options Exchange (C1) will be migrating to Bats technology and is targeted for October 7, 2019. The C1 Open-Close file specification will change when the migration is completed, to see file specification for the before and after, please click here.
CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). A monthly subscription allows you to receive a daily file via FTP for the previous trade date.