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Open-Close data is a volume summary file for trading activity on the C1 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). The data in this format currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume on C1. For pricing, please see “LiveVol Fees” in the Cboe Exchange Fee Schedule.
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 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 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.
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).
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.
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).
Order Book data on cryptocurrencies such as Bitcoin and Ethereum recorded by Gemini, a digital asset exchange. The offering shows open orders at the beginning of the day, orders placed, filled, and canceled during the day and are distinguished by the Event Type field. A filter to only receive the Fill events is also available. Auction data is not included. The currency pair symbols are formatted as CCY1CCY2 where prices are in CCY2 and quantities are in CCY1, the following pairs are supported:

Currency Pair Quantity currency Price currency
BTCUSD BTC USD
ETHUSD ETH USD
ETHBTC ETH BTC
ZECUSD ZEC USD
ZECBTC ZEC BTC
ZECETH ZEC ETH

The Gemini marketplace conducts auctions for certain trading pairs every day (including weekends and holidays), which foster moments of elevated liquidity and price discovery. The Auction file contains the auction-only order book for the 4pm ET BTCUSD, ETHUSD, or ZECUSD auction on the Gemini exchange on weekdays (non-NYSE holidays).


The auction-only order book supports both market and limit orders. These orders rest on the auction-only book until the auction runs. Auction-only orders may be placed up until the auction runs but may not be cancelled after the final indicative price is published at 3:50pm ET


Only auction-only orders that were explicitly accepted to the book show up in this file. Orders that were placed but rejected due to insufficient funds or self-cross do not show up in this file. There is not an explicit close event portrayed in this file. An auction-only order is closed and off the books when that order id is either cancelled or filled with no quantity remaining. Fill events are portrayed as a single rows for each order filled during the auction; both continuous book and auction book orders may be filled. Auction-only orders are distinguished by the Execution Option value auction-only.


Availability dates:
Gemini launched the 4pm ET BTCUSD auction on 21 September 2016.
Gemini launched the 4pm ET ETHUSD auction on 28 July 2017.
Gemini launched the 4pm ET ZECUSD auction on 22 May 2018

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