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CFE OHLC data is an end of day summary file that contains the volume traded, open interest, open, high, low and last sale price along with last bid and last ask of each futures contract obtained from the Cboe Futures Exchange (CFE).

Product File Change Notice:

On Aug 2, 2021 product file changes will go into effect. Please see the change doc and new sample set for detailed information. All customers have access to this new format ahead of the transition. New subscribers do not need to use the old format.


Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data.


Please refer to more index information on:
https://www.cboe.com/us/indices/benchmark_indices/
https://www.cboe.com/us/indices/benchmark_roll_information/

Historical end of day quotes and trade summary for S&P 500 (SP) and e-mini futures (ES) from the Chicago Mercantile Exchange.