CFE VIX Tick - Subscription
CFE VIX Tick data includes trades and quotes of all VIX futures contracts (VX) from the Cboe Futures Exchange (CFE). A monthly subscription allows you to receive a daily file via FTP for the previous trade date.
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