• Twitter YouTube Facebook LinkedIn Apps RSS Feed
BROWSE or REFINE
  • Currently shopping by:
  • Data Type: Book Depth Remove
  • Data Type: Skew Remove
  • Data Type: Volume Summary Remove
  • Purchase Type: Monthly Subscription Remove

Data Subscriptions

The Cboe Europe Trades and Quotes Files are a historical record of the PITCH feed depth of book quotations and execution information. It is the most granular historical record offered on trade and quote level data on Cboe Europe.
Open-Close data is a volume summary file for trading activity on the C2 exchange. It summarizes 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 is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). Data for subscriptions begin on the first trade date from the order date. Historical backfills may be purchased separately; data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Open-Close data is a volume summary file for trading activity on the BZX exchange. It summarizes 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 is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). Data for subscriptions begin on the first trade date from the order date. Historical backfills may be purchased separately; data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Open-Close data is a volume summary file for trading activity on the EDGX exchange. It summarizes 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 is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). Data for subscriptions begin on the first trade date from the order date. Historical backfills may be purchased separately; data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.