U.S. Options

Cboe is the largest U.S. options market operator, which is why data consumers rely on Cboe for a comprehensive view of the U.S. options market. Cboe offers a robust offering of market data feeds from our four unique U.S. options exchanges (Cboe Options Exchange, C2 Options Exchange, BZX Options Exchange, and EDGX Options Exchange). Explore our low-cost, reliable market data solutions below.

Summary of market volume and market share on the Cboe U.S. options exchanges.

Most Active

The current, most actively traded securities on the Cboe BZX, EDGX, C1 and C2 Options Exchanges.

U.S. Options Market Data Products

Cboe BBO

Cboe BBO data feeds contain the following information:

  • Outstanding quotes and standing orders at the best available price level on each side of the market, with aggregate size
  • Executed trades time, size, price, etc. (last sale data)
  • Totals of customer versus non-customer contracts (at the BBO)
  • All-or-None contingency orders priced better than or equal to the BBO
  • Expected opening price and expected opening size (disseminated prior to the opening of the market and during trading rotations)
  • End-of-day summary by product, including open, high, low and closing price during the trading session (disseminated after the close of a trading session)
  • Recap messages (disseminated during a trading session any time there is a change in the open, high, low or last sale price of a listed option, including product name and total volume traded in the product during the trading session)
  • Complex Order Book (COB) information - see below for more details
  • Product IDs and codes for all listed options contracts

BBO Data is available for Cboe. The quote and last sale data contained in the BBO data feed is identical to the data sent to the Options Price Reporting Authority ("OPRA") for redistribution to the public.

For more information about Cboe BBO, please contact us.
For additional resources, visit our Document Library.

Cboe Book Depth

The Book Depth data feed adds quotes and standing order information for up to five price levels (including BBO) on each side of the market (providing a total of 5, with BBO) for both simple orders and complex strategies (see below for more information about COB). Book Depth Data is refreshed every 2 minutes during a trading session. The Book Depth data feed is generally ordered with the corresponding BBO data feed.

For more information about Cboe Book Depth, please contact us.
For additional resources, visit our Document Library.

Cboe COB

The Cboe COB data feeds contain the following information for complex strategies (multi-leg trades, such as spreads, straddles and buy-writes) for the Cboe market:

  • Quotes and standing orders on each side of the market
  • Executed trades time, quantity, price, etc. (last sale data)
  • Totals of customer versus non-customer contracts (at the BBO)

COB data feeds are available independently of the single-leg quote and last sale Data for the chosen market, and can be ordered as either BBO or BBO and Book Depth Data. COB is included with the single-leg quote and last sale data feeds for each market at no additional charge.

Customers that receive Cboe Data directly from CDS are required to have two data lines between the Customer and CDS's production data center. This requirement is in place so that Customers will continue to receive Data if one data line becomes inoperable. CDS strongly encourages Customers that receive Data from CDS indirectly through an authorized redistributor (e.g., an extranet service provider or other third party) to maintain two data lines to the authorized redistributor. Customers are also encouraged to maintain a data line to CDS's disaster recovery site, but this is not required. Connectivity charges and port fees described in the applicable Fee Schedule apply separately to each data line.

For more information about Cboe COB, please contact us.
For additional resources, visit our Document Library.

Cboe FLEX

The Cboe FLEX option data feed contains last sale data (time, quantity, price, etc.) for trades executed on Cboe, both on-floor and through the CFLEX electronic platform. The FLEX data feed is available at no additional charge.

For more information about Cboe FLEX, please contact us.
For additional resources, visit our Document Library.

Options Depth (Depth of Book)

Cboe Options Exchanges Depth is available in Multicast PITCH and provides real-time, depth-of-book quotations and execution information. Cboe Options Exchanges offers a Gig-shaped and 5-Gig-shaped version of the Multicast feed, available from Cboe Options Exchange’s primary datacenter. Members and market data recipients interested in utilizing this feed are encouraged to confirm they have the bandwidth necessary to subscribe depending on their location and connectivity to Cboe Options Exchanges.

For more information about Options Depth (Depth of Book), please contact us.
For additional resources, visit our Document Library.

DROP (Member Trading Activity)

Cboe Options Exchanges 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.

For more information about DROP (Member Trading Activity), please contact us.
For additional resources, visit our Document Library.

Historical Data (Depth)

Historical Cboe Options Exchanges Depth data is available in Multicast PITCH on a T+1 basis. Additionally, the most recent three months of data is available via download from the Cboe Options Exchanges website. Data beyond the most recent three months will be uploaded onto a user-provided terabyte drive. Please contact the Cboe Options Exchanges Trade Desk (913.815.7001, [email protected]) for shipping information

How To Subscribe: A Cboe Options Exchanges Member Portal account is required in order to sign up for Historical Data. If you do not currently have an account, please contact Cboe Options Exchanges Market Data Services at 212.378.8821 or by email at [email protected] If you already have a Cboe Options Exchanges Member Portal account, you may login to subscribe.

For more information about Historical Data (Depth), please contact us.
For additional resources, visit our Document Library.

Contact Us

To discuss how Cboe Market Data can help your business:

Phone
OR
U.S. Equities, Options, Futures
+1 212 378 8821U.S.
+44 20 7012 8907Europe
European Equities and Indexes
+44 20 7012 8907Global
FX
+1 212 209 1420U.S.
+44 20 7131 3450Europe
+65 6911 6688Asia

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