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  • Asset Type: Options Remove
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Data Subscriptions

Cboe FX Top provides the top of book data on the currency pair. The data set contains the quote time, bid price, bid quantity, offer price and offered quantity. Available Currency Pairs.
Cboe FX Order Book (Order Event History) replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly. Available Currency Pairs.
Cboe FX Prints is a trades only file and reflects all trading activity for the currency pair on Cboe FX markets including transaction time, aggressor side, trade price and quantity. Available Currency Pairs.
Full depth of book data on Cboe FX markets. Available Currency Pairs.
See every underlying trade in an underlying security. Trade price, trade size, trade condition, the trading venue and national best bid and offer are included in each record. Sign up for a one month or one year subscription and receive a daily delivery of your files via our FTP site.
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.
Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data.
Our option trades files have the supporting information needed to provide context to trading activity. Included with each trade is the trade price and size, the exchange where the trade printed, the NBBO quote and depth, the underlying bid and ask, and each of the individual exchange markets. Sign up for a one month or one year subscription and receive a daily delivery of your files via our FTP site.
Our option trades files have the supporting information needed to provide context to trading activity. Included with each trade is the trade price and size, the exchange where the trade printed, the NBBO quote and depth, the underlying bid and ask, and each of the individual exchange markets. With the addition of our Calcs data, you receive the implied volatility and the calculated delta of the trade. Sign up for a one month or one year subscription and receive a daily delivery of your files via our FTP site.
Multicast PITCH provides a history of real-time depth of book quotations and execution information with nearly half the latency of TCP PITCH and 20% fewer PITCH events. This is achieved by using binary messages (PITCH 2.0).