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APIs

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.

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No more staring at option chains, no more confusing jargon. Trade Optimizer distills trading decisions down to a target price and date. Using these two data points, Trade Optimizer evaluates the option markets to deliver eleven strategies sorted by estimated return. Trade Optimizer evaluates the performance of every instance of these eleven frequently used strategies based on your inputs and returns the top 100 results for each strategy for your comparison.

Buy Stock Sell Stock
Buy Call Sell Call
Buy Put Sell Put
Buy Call Spread Sell Call Spread
Buy Put Spread Sell Put Spread
Covered Call


Filter out the noise and focus on the Target with Trade Optimizer.

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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.

FREE TRIAL

With over 80 preconfigured scans the Underlying Scanner gives you the power to scour the market for unusual price movement and trading activity, elevated and subdued implied volatility in absolute terms and relative to historical volatility. Scan the whole market or tailor the results to the stocks you care about, with the underlying scanner, opportunities are at your fingertips. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.

FREE TRIAL