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Time & Sales API

Cboe LiveVol Time & Sales data, used by every US option exchange and by several large brokers, is now available via API. Subscribe to Cboe LiveVol’s Time & Sales API and have access to tick and trade data across US equities, ETFs, indexes and options. Cboe LiveVol’s Time & Sales API gives you the power to drill down from the National Best Bid and Offer (NBBO) to the top of book quotes across each trading venue to exchange specific quotes on any trading day back to 2011. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.

GO TO SANDBOX

Description:

To see the available API Calls associated with the Time & Sales API go to
https://api.livevol.com/v1/docs/Help#sectionTimeandSales

Included with your subscription is the Market Reference Information API. To see the API calls available in this API go to https://api.livevol.com/v1/docs/Help#sectionMarketReference

The Time & Sales API is available with either live* or delayed data (15 minutes), and there are three tiers of access with thresholds set per minute, per day and per month. Users can select a hard ceiling on API calls or allow bursts to exceed threshold limits. Overage fees will apply at the rates stated below.

Base Thresholds

Rate Limits
User Tier Per Minute Per Day Per Month
1 25 500 12,500
2 75 2,500 62,500
3 125 62,500 1,562,500

Allow Burst/Exceed

Rate Limits
User Tier Per Minute Per Day Per Month
1 50 1,000 25,000
2 150 5,000 125,000
3 250 125,000 3,125,000

Overage Rates

Price
User Tier Per Call
1 0.030
2 0.015
3 0.005

*Subscribers are responsible for all additional data fees that apply

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