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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.
    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 

      • Data format
        CSV
        HTML
        JSON
        PDF
        Python
        SQL
        Text
        User Interface
        XML
        Zip Archive
      • Delivery mechanism
        API
        Cloud
        Deployed/Onsite Servers
        Desktop
        Digital Files
        Excel
        FTP
        RSS Feed
        Website
      • Publishing frequency
        15-Minute
        Biweekly
        Conflation
        Daily
        End of Day
        Inter-day
        On Demand
        Real-Time
        Real-Time (Delayed)
        Semiannually
        Varies

      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 service which provides Trades/BBO content for Cboe BZX standalone venue.
      • For depth data information, Refinitiv 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 content is available as a delayed service as well. 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.

      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.

      Refinitiv Data Platform

      The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management
      Data Formats:
      JSON
      Delivery Mechanisms:
      API
      Publishing Frequencies:
      Real-Time
      Semiannually
      End of Day
      Conflation

      Eikon

      Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
      Data Formats:
      CSV
      Zip Archive
      JSON
      User Interface
      Python
      Delivery Mechanisms:
      API
      Desktop
      Excel
      Publishing Frequencies:
      15-Minute
      Real-Time
      Real-Time (Delayed)

      Refinitiv Quantitative Analytics

      Refinitiv Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data. It is available with the following deployment options: o Deployed (On Premise) o Deployed (VM Hosted) o Cloud (Azure) o Cloud (Snowflake)
      Data Formats:
      SQL
      Delivery Mechanisms:
      Deployed/Onsite Servers
      Cloud
      Publishing Frequencies:
      Biweekly
      End of Day

      Refinitiv On Demand

      Refinitiv On Demand is a delivery channel for Refinitiv content and capabilities enabling clients to customize the information they want to receive on a bespoke basis. Refinitiv On Demand provides a consultative approach to provide efficient, timely custom solutions to help clients make informed decisions. The final reports and analysis are delivered to clients via email.
      Data Formats:
      CSV
      PDF
      Text
      Delivery Mechanisms:
      Digital Files
      Publishing Frequencies:
      On Demand

      Knowledge Direct

      Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver Refinitiv content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.
      Data Formats:
      CSV
      XML
      Delivery Mechanisms:
      FTP
      API
      Publishing Frequencies:
      Varies

      Refinitiv Datastream

      Welcome to Datastream, our historical financial database with over 40 million individual instruments or indicators across all major asset classes, including 15 million economic indicators. It features 100+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Datastream is available via Datastream Advance (EOL Sept 2021) or via Eikon DFO, Eikon R&A, Refinitiv Workspace for Students, Refinitiv Workspace for Academics, Refinitiv Workspace for Wealth. It is expected to be included in many more variants of Refinitiv Workspace during 2021. Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration) Client desktop tools include DFO (Datastream for Office) Datastream Charting, including Chartbook Navigator - Search & Navigation tool
      Data Formats:
      HTML
      Delivery Mechanisms:
      RSS Feed
      API
      Desktop
      Publishing Frequencies:
      End of Day
      Inter-day

      Refinitiv DataScope

      Refinitiv DataScope is a strategic custom delivery platform that supports a full cross-asset offering for pricing, reference data, and derived analytics. Covering all major asset classes, including fixed income, equities, futures and options, money, funds, loans, CDS/IRS and OTC equity options, as well as corporate actions data, estimates, entity data and news, Refinitiv DataScope Select provides flexible extraction capabilities, including file customization, scheduling and trigger options, intraday snaps and third-party entitlements. Cross-platform support is available for data retrieval and includes a zero-footprint web interface, FTP connection (internet or private network (BT Radianz (MPLS) or Delivery Direct) and API internet client server. Fee-liable, subject to terms and conditions.
      Data Formats:
      CSV
      XML
      Delivery Mechanisms:
      FTP
      Website
      Publishing Frequencies:
      Daily
      On Demand
      End of Day
      Real-Time (Delayed)

      Workspace

      Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
      Data Formats:
      CSV
      XML
      JSON
      User Interface
      Python
      Delivery Mechanisms:
      API
      Desktop
      Excel
      Publishing Frequencies:
      15-Minute
      Real-Time
      Real-Time (Delayed)

      Request Details  

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