• Twitter YouTube Facebook LinkedIn Apps RSS Feed

Data Subscriptions

The Bitcoin Futures quotes end-of-day files recap the day’s trading activity in the security. Open, high, low, close, trading volume and VWAP are included with two NBBO snapshots, one at 15:45 and another at the market close (EOD).

Bitcoin Futures data will be available for Regular Trading Hours (8:30 am – 3:15 pm CT M-F).
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.

Bitcoin Futures data will be available for Regular Trading Hours (8:30 am – 3:15 pm CT M-F).
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.
Select your own custom interval from 1 minute to end-of-day. Open, high, low, close, trading volume, VWAP, and underlying market (bid and ask) are included in each interval calculation.

Bitcoin Futures data will be available for Regular Trading Hours (8:30 am – 3:15 pm CT M-F).
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.
Cboe LiveVol Implied Volatility Blends capture term structure and solve for expiration-specific and constant maturity implied volatilities encapsulated within the range of option expirations. Capturing the constant maturity volatilities helps traders visualize and track the behavior of volatility over time providing context to current market implied volatility. To build out our volatility blends we first solve for the at-the-money volatility of each expiration to capture the term-structure of the volatility. Next, using a cubic spline approach, we fit a curve to the term-structure. Using the fitted curve, we solve for the constant maturity (IV30, IV60, IV90, etc.) time periods offered in the file. *Constant maturity times that fall outside the range of expirations available for a particular symbol will be zero. This dataset is only available with end of day granularity.
Our end-of-day option quotes file actually provides two snapshots of market quote and size, one at 15:45 and another at the market close (market closing time is product dependent). Summary trading data is also included in the files. The first, last, lowest and highest trade in every series, as well as, the total volume, VWAP and open interest. Sign up for a one month or one year subscription and receive a daily delivery of your files via our FTP site.
Our end-of-day option quotes witch Calcs file provides all of the fields in the end-of-day Option quotes file plus market implied volatility for each option, as well as, the greeks (Delta, Gamma, Theta, Vega and Rho). Implied volatility and Greeks are calculated off of the 1545 timestamp, since it is considered a more accurate snapshot of market liquidity than the end of day market. Sign up for a one month or one year subscription and receive a daily delivery of your files via our FTP site.