Open-Close Cboe C1 exchange
Open-Close data is a volume summary file for trading activity on the C1 exchange. Available in 10-minute summary intervals or as an end-of-day summary, it aggregates 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 are further broken down into trade size buckets (fewer than 100 contracts, 100-199 contracts, greater than 199 contracts). Fields 10-17 will only be available in the end-of-day files and will not be populated in the 10-minute intervals.
It contains all series in an underlying security's chain-if it has volume on C1. For data prior to 2005, please contact firstname.lastname@example.org. For pricing, please see “LiveVol Fees” in the Cboe Exchange Fee Schedule.
For an ongoing subscription, please see: Open-Close C1 - Subscription
Open-Close data is also available for BZX, C2, and EDGX
The downloadable sample contains 2 files: 1 sample of the EOD format, 1 of the 10-minute
*The Cboe Options Exchange (C1) has migrated to Bats technology effective October 7, 2019. The files from 1/2/2011-10/4/2019 have been backfilled using the current format (absent price range data). Files prior to 1/2/2011 will only be delivered in the legacy file format. To see the EOD level file specifications for the before and after, please click here.
The 10-minute level history is only supported from October 7, 2019, to see the file specifications, please click here.