The Cboe U.S. Equities Exchanges have a history of being some of the most resilient and reliable in the global exchange industry. Through our four exchanges BZX, BYX, EDGX, EDGA our team provides best-in-class customer service and cost-effective, reliable and accurate data solutions for all users. Our most popular U.S. Equities data product the Cboe One Feed provides high-quality, real-time reference quotes and trade details in a unified view from all four Cboe U.S. Equities Exchanges. View our complete U.S. equities data offering below.Download Whitepaper: Taking Stock of U.S. Equity Market Structure
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U.S. Equities Market Data Products
Cboe Equities One Feed
The Cboe Equities One Feed provides cost effective, high-quality reference quotes and trade data for market participants looking for comprehensive, real - time market data. With one license, market participants receive a unified view of the market from all four Cboe U.S. Equities Exchanges: BZX Exchange, BYX Exchange, EDGX Exchange and EDGA Exchange. Two versions of the feed are available, Cboe One Summary Feed and Cboe One Premium Feed allowing recipients to select the level of depth they wish to receive.
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Depth (Full Depth of Book)
Cboe Depth is available in Multicast and TCP PITCH and provides real-time, depth-of-book quotations and execution information. Multicast PITCH is offered with nearly half the latency of TCP PITCH and 20% fewer PITCH events. This is achieved by using binary messages (PITCH 2.0). Cboe offers a WAN-shaped and Gig-shaped version of the Multicast feed, both available from Cboe's primary datacenter. Members or market data recipients may choose one or more of the four Multicast PITCH feed options depending on their location and connectivity to Cboe.
Cboe TCP PITCH data feed offers uncompressed depth of book quotations and execution information using ASCII messaging (PITCH 1.0).
Summary Depth (Aggregate Depth of Book)
Cboe Summary Depth delivers real-time aggregated depth and trade information in Multicast format. Cboe Summary Depth is disseminated on a per-exchange basis, and can be utilized by customers and vendors to quickly access and distribute aggregated order-book data to employees within their own organizations or provide externally as part of a product offering. Each feed provides five price-levels of aggregated depth per security, including the bid, ask and share quantity for orders received by each Cboe U.S. Equities Exchange as well as the last trade, including time of execution, price and share quantity.
ETF Implied Liquidity (Implied BBO and Size)
The Cboe ETF Implied Liquidity Feed provides investors with a much-needed view of Exchange-Traded Funds (ETFs) versus their underlying securities, and is designed to improve transparency and visibility into the 'Implied Liquidity' of individual ETFs. The feed delivers real-time, one-second snapshots of an ETF's Implied Liquidity intraday based on the quotes and size in its underlying securities. The feed includes the ETF BBO (Best Bid or Offer) and size sourced from the Cboe Exchanges as supplemental data for context purposes to provide the ability to compare against the Implied BBO and size with a single feed. The Cboe ETF Implied Liquidity Feed will be available in the Cboe's primary datacenter. Recipients will have the ability to subscribe to the feed directly via TCP/IP.
Top (Top of Book)
Cboe Top is ideal for market data distributors requiring both quote and trade data. Cboe Top is a real-time TCP feed that disseminates top-of-book quotations, matched trade price, volume and execution time on a Cboe book. The Cboe Top feed offers up to 66% reduction in events and an 84% reduction in bandwidth compared to the Cboe’s Depth TCP PITCH feed using ASCII messaging (PITCH 1.0). By only showing top-of-book quotes and trades, Cboe Top offers a significant reduction in required bandwidth and processing. Cboe Top does not send depth-of-book information and does not show hidden or routed orders.
Last Sale (Matched Trades Only)
Last Sale is ideal for market data distributors requiring trade data only. It is a real-time, intraday TCP feed that disseminates matched trade price, volume and execution time on a Cboe book. Because quotes are not shown, Last Sale results in much less data than other feeds and requires less technology development for users.
Auction Feed (Auction Data for Cboe-listed securities)
The Cboe Auction Feed is a direct data feed product that disseminates price and size information for Cboe-listed securities participating in Cboe auctions. The Cboe Auction Feed may be used by Cboe Data Recipients to obtain Opening, Closing, Halt and IPO Auction information. Cboe auction information is disseminated every five seconds during the Opening and Closing Auctions and during defined Quote-Only periods for Halt and IPO Auctions.
DROP (Member Trading Activity)
Cboe DROP is a data feed typically used by clearing firms or Members to monitor trading activity. DROP sessions can be used to obtain execution information about single or multiple Members with proper authorization.
Historical Data (Quote, Trade and Depth)
Cboe Historical Data is available for Cboe equity exchange products on a T+1 basis.
Additionally, the most recent three months of data is available via download from the Cboe website. Data beyond the most recent three months will be uploaded onto a Cboe-provided terabyte drive. There is a single fee per drive, per exchange, no matter how much data is placed on the drive.
How to subscribe: A Cboe Member Portal account is required in order to sign up for Historical Data. If you do not currently have an account, please contact Cboe Market Data Services at 212.378.8821 or email [email protected] If you already have a Cboe Member Portal account, you may login to subscribe.