Cboe.com Reference Data

Market maker and brokerage trading platforms requiring access to QSB symbol reference data prior to the start of RTH may download a JSON file using a URL on the Cboe US Options Reference Data page titled "Quoted Spread Book (JSON)". The JSON file format is outlined in the example below:

[
{
 "Complex Instrument Type": "QSB",
 "Complex Instrument Subtype": "BOX_SPREAD",
 "Symbols": 
 [
 {
 "Complex Instrument Id": "000u56",
 "Leg Count": "4",
 "Leg Data": [
  {
  "Leg Symbol": "000ab1",
  "Leg Ratio": "1.0",
  "OSI Symbol": "SPX 231117C04000000"
  },
  {
  "Leg Symbol": "000ab2",
  "Leg Ratio": "1.0",
  "OSI Symbol": "SPX 231117P05000000"
  },
  {
  "Leg Symbol": "000ab3", 
  "Leg Ratio": "-1.0", 
  "OSI Symbol": "SPX 231117C05000000"
  },
  {
  "Leg Symbol": "000ab4", 
  "Leg Ratio": "-1.0", 
  "OSI Symbol": "SPX 231117P04000000"
  }
 ]
 },
 ...
 ]
},
{ 
 "Complex Instrument Type": "QSB",
 "Complex Instrument Subtype": "BOX_SWAP",
 "Symbols": 
 [
 {
 ...
 }
 ] 
},
{ 
 "Complex Instrument Type": "QSB",
 "Complex Instrument Subtype": "JELLY_ROLL",
 "Symbols": 
 [
 {
 ...
 }
 ]
}
]

The JSON file is a list comprising distinct dictionaries for each designated complex instrument type and subtype combination. Within each dictionary is a list of the Symbols (i.e., distinct complex instruments of that type), each specifying the complex symbol id (i.e., Complex Instrument Id) and the leg metadata associated with each symbol id.

The JSON element names "Complex Instrument Id", "Leg Count", "Leg Symbol", and "Leg Ratio" are chosen specifically to align with the fields of the Complex Instrument Definition Expanded message from the Cboe U.S. Options Complex Multicast PITCH and TOP data feeds. The "OSI Symbol" element associated with each leg is provided for convenience.

The same Cboe Reference Data webpage also provides an HTML formatted display of the QSB symbols on a trading date.