Pricing and Market Data

Cboe US

An overview of Cboe US

Cboe is the largest cash Equity/Index options market in the United States. Launched in 1973 as an options trading venue, asset classes traded and published span US Equities, Options, ETFs, Indices, and Futures.

We support the full array of Level 1 consolidated (CTA Tape B) data for Cboe listed ETFs/Equities, Level 2 depth data from all 4 Cboe US Equity venues, Order imbalance information, and index/ETF stats data from various Cboe CSMI feeds. We also support alternative Level 1 data feeds from Cboe - Cboe One Summary, Cboe BZX Top and Cboe EDGX Top.
Cboe options data is covered as part of our OPRA service. We separately cover Cboe Flex Options data in a dedicated service. Cboe Futures Exchange content supports Market by Order level detail.

Access the data in ways designed and tailored for your specific needs and workflows. We trade using electronic datafeed, through our desktop services, which provide deep analytical tools, or via our end of day valuation and risk management products.

Key Facts 

  • Geographical coverage
    United States
  • History
    From Jan 1928 for CBOE Indices
    From Jul 2000 for CBOE Options
    From Mar 2004 for CBOE Futures
  • Data format
    CSV
    Delimited
    GZIP
    HTML
    JSON
    PCAP
    PDF
    Parquet
    Python
    SQL
    String Format
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Deployed/Onsite Servers
    Desktop
    Digital Files
    Excel
    FTP
    RSS Feed
    SFTP
    SQL
    Website
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with Cboe US

  • For Cboe US Equities data, there are several options available. The CTA Tape B Level 1 service provides consolidated Trade and NBBO data for all Cboe listed ETF/Equities. Trade/Quote data from Cboe's 4 equities venues are available as part of the UTP/CTA consolidated tape feeds and in proprietary services noted below. Real-time and delayed variants are available according to your needs. Live market statistics and stock performance rankings are available in dynamic lists.
  • Cboe One Summary feed provides aggregated Level 1 Trade/BBO data from all 4 Cboe US equity venues (Cboe BZX, BYX, EDGA, EDGX) for all US listed equities as an alternative Level 1 service. We also support Cboe BZX Top and Cboe EDGX Top services which provide Trades/BBO content for Cboe BZX and Cboe EDGX exchanges.
  • For depth data information, we support 30 Levels Market by Price depth data from each of the 4 Cboe US equity venues. Data is conflated at 3 updates per second for optimal traffic management and real time Level 2 data access. The Cboe BZX specific depth service also covers Order Imbalance/Auction information for Cboe BZX listed equities/ETFs.
  • Cboe options data for regular US Equity/Index options is covered in the larger OPRA service. Data from all 4 Cboe options venues - Cboe C1, C2, Cboe BATS, Cboe EDGX is available as part of consolidated OPRA records as well as individual exchange records. Index options rankings/trading stats including Cboe exclusive SPX/VIX Options are available as part of OPRA data. We separately support the niche proprietary Cboe Flex options feed for non-standard contracts on real time and enterprise products.
  • Cboe Futures Exchange content is supported with real time full tick Trades, Market by Price and Market by Order. Level 1 and Level 2 content for Futures and Level 1 for Options on Futures are available. This service covers the industry critical VIX Futures content besides AMERIBOR futures.
  • Cboe CSMI service provides access to real time data on key US Indices as underlying reference to the associated derivatives traded on Cboe exchanges. The service includes real time S&P 500 and VIX Volatility Index levels besides others from FTSE Russell, MSCI etc. The feed also provides intraday NAV for several ETFs and spot rates for prominent Crypto currencies.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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