CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). The historical data is available back to April 2004. Timestamps prior to and including February 23, 2018 are stated in U.S. Central (CST) and in Greenwich Mean Time (GMT) afterwards.
* VIX TAS data is not included
Fields include:
- TRADE_DATE
- ENTRY_DATE
- ENTRY_TIME
- ENTRY_TIME_THOU
- MKT_DATA_HIST_UID
- CLASS_SYM
- UNDER_SEC_SYM
- BID_PRICE
- BID_SIZE
- ASK_PRICE
- ASK_SIZE
- NON_CNTG_BID_PRICE
- NON_CNTG_BID_SIZE
- NON_CNTG_ASK_PRICE
- NON_CNTG_ASK_SIZE
- NBBO_BID_PRICE
- NBBO_ASK_PRICE
- LAST_SALE_PRICE
- LAST_SALE_QTY
- TICK_PRFX_ACR
- SESS_NAME
- TRADE_THRU_IND
- EXCH_IND_TEXT
- RECORD_TYPE
- PRODUCT_STATE
- PRODUCT_TYPE
- EXPR_DATE
- SPREAD EXPR_DATES
- SPREAD_TYPE
- LEG1_RTO
- LEG2_RTO
- LEG3_RTO
- LEG4_RTO
- LEG_CNT