MiFID Public Trade Data Downloads
Cboe Europe provides1 delayed trade data files as comma-separated values (see the specification document for more details). This data is delayed by no more than 15 minutes. Data for the most recent 5 minutes can be downloaded per minute. Older data is provided in hourly files.
If you would like to automate the download of these files, there are several options; one method would be to use the wget command, which is shown below. Note that your version of wget may have slightly different options. Each command below should be on its own line.
wget -O rts13_public_trade_data_cedx_2022-10-03_0909.csv "https://www.cboe.com/europe/derivatives/trade_data/cedx/minute/rts13_public_trade_data_cedx_2022-10-03_0909.csv"
The download of data from this service is available free of charge in accordance with MiFIR/MiFID II access provisions related to 15 minute delayed market data. By downloading data from this portal, you hereby confirm that you, and any company you are accessing the data on behalf of, are solely utilising the data in accordance with MiFIR/MIFID II (as further clarified in the subsequent ESMA Q & A responses, see ESMA document ESMA70-872942901-35) and shall not at any time utilise the data for commercial purposes. Should Cboe determine individuals or firms are using the data in a manner for commercial gain, in contravention of the MiFIR/MIFID II requirements or in any way detrimental to Cboe’s systems or operations, Cboe reserves its right to revoke access and take any appropriate action. If you or your firms believe your use would be of a commercial nature, or you wish to learn more about Cboe’s suite of market data products, please contact [email protected] for more information.