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Trade Review API

Building on Cboe LiveVol’s selection as the official theoretical price generator for obvious error reviews on trades executed on US option exchanges, Cboe LiveVol now offers Trade Review. Trade Review is an expert system wrapped around Cboe LiveVol’s Time & Sales data that steps through the obvious error trade review process to determine if an executed trade may qualify for an adjustment. Trade Review also performs a parity check, calculates the trade’s implied volatility and Greeks, and provides additional benchmarks for monitoring execution quality. Automate your firm’s trade execution workflow by integrating the Cboe LiveVol Trade Review API into your workflow. 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 Trade Review API go to
https://api.livevol.com/v1/docs/Help#sectionTradeReview

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 Trade Review 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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