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  • Asset Type: Options Remove
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Data Subscriptions

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. Trades from Global Trading Hours (GTH) will be included effective February 5, 2020. GTH trades will be signified by a time stamp between 3:00 am ET and 9:15 am ET. At this time only ^SPX and ^VIX trade during GTH.

Reference Files:
Exchange ID Mapping: Exchange IDs
Trade Condition ID Mapping: Trade Condition IDs

After the column with "number_of_exchanges", there are unlabeled columns representing individual exchange quotes. This repeatable sequence populates columns according to this pattern: Exchange ID (see Exchange mappingExchange IDs), Bid Size, Bid, Ask Size, Ask.
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. Trades from Global Trading Hours (GTH) will be included effective February 5, 2020. GTH trades will be signified by a time stamp between 3:00 am ET and 9:15 am ET. At this time only ^SPX and ^VIX trade during GTH.

Reference Files:
Exchange ID Mapping: Exchange IDs
Trade Condition ID Mapping: Trade Condition IDs

After the column with "number_of_exchanges", there are unlabeled columns representing individual exchange quotes. This repeatable sequence populates columns according to this pattern: Exchange ID (see Exchange mappingExchange IDs), Bid Size, Bid, Ask Size, Ask.

Open-Close data is a volume summary file for trading activity on the C1 exchange. Available in 10-minute summary intervals or as an end-of-day summary, it aggregates and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume are further broken down into trade size buckets (fewer than 100 contracts, 100-199 contracts, greater than 199 contracts). Fields 10-17 will only be available in the end-of-day files and will not be populated in the 10-minute intervals. It contains all series in an underlying security's chain-if it has volume on C1. End-of-day data is delivered overnight after midnight U.S. Eastern, 10-minute files are delivered intraday a few minutes after each interval closes. For pricing, please see “LiveVol Fees” in the Cboe Exchange Fee Schedule.


To purchase historical data, please see Open-Close C1 Historical


Open-Close subscriptions are also available for: BZX, C2, and EDGX


The downloadable sample contains 2 files: 1 sample of the EOD format, 1 of the 10-minute

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.
Full depth of book data on Cboe FX markets. 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.
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.