European Equities

Cboe Europe Equities offers cost-effective, high-quality market data solutions and benchmark indexes for users ranging from trading participants to website re-distributors.

Cboe Europe Equities is the largest stock exchange in Europe by market share and value traded. Clients benefit from a single connection to all the top markets in Europe under one licence, and at a lower cost than other exchanges.

Pan-European Coverage, One Feed

  • One license covers more than 6,200 securities from all the major European markets
  • Largest European trade reporting facility with approximately 80% of OTC equity trades
  • OTC data is bundled with real-time content at no additional fee
  • ~50% of all European trades by value traded are published on Cboe market data feeds
  • Calculate and publish 57 highly correlated European equity benchmark indexes, including single country, sector, pan-European and pan-Nordic
  • All major vendors carry Cboe Europe Equities data

Low-Cost, Simple Policy

  • Lower costs than other exchanges
  • No end user fees for retail / non-professionals
  • Clear policy terms to ensure compliance
  • Free trials of real-time data available

Firms may connect directly or via a market data vendor. Review the technical market data product specifications for information on our feeds.

Cboe Operates the Largest APA in Europe

Approximately 80% of all OTC trading is reported through Cboe’s APA service and our BXTR suite of reporting services. This dataset includes more than 12,000 symbols.

The BXTR content includes:

  • On-Exchange and off-order book trades
  • Off-Exchange (OTC) trades
  • Third-party MTF trades
  • SI quotes

As the first adopters of MMT codification in post-trade reporting, Cboe is increasing transparency and unifying European market data for all participants. This codification is also implemented on all on-book trades in the Cboe system. OTC data is bundled within the real-time content at no additional fee.

For more information on accessing our markets, please contact: [email protected]

European Equities Market Data Products

Multicast PITCH (Depth of Book)

Multicast PITCH provides real-time depth of book quotations and execution information 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. Participiants may choose one or more of the four Multicast PITCH feed options depending on their location and connectivity to Cboe.

Multicast PITCH Specification

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

TCP PITCH (Depth of Book)

Cboe TCP PITCH data feed offers uncompressed depth of book quotations and execution information using ASCII messaging (PITCH 1.0).

TCP PITCH Specification

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

Auction Feed (Cboe Auction Data)

The Cboe Auction Feed is a direct data feed product that disseminates price and size information for securities participating in Cboe Auctions. The Cboe Auction Feed may be used by Cboe Data Recipients to obtain Opening, Closing and Periodic Auction information. Cboe Auction information is disseminated every five seconds during the Opening and Closing Auctions and in real time for Periodic Auctions.

Auction Feed Specification

For more information about Auction Feed (Cboe Auction Data), please contact us.
For additional resources, visit our Document Library.

DROP (Participant Trading Activity)

Cboe DROP data feed is typically used by clearing firms or Participants to monitor trading activity. DROP sessions can be used to obtain execution information about single or multiple Participants with proper authorisation.

DROP Specification

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

Last Sale Feed (Matched Trades Only)

Last Sale is ideal for market data distributors. 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. The Cboe Last Sale feed is provided in the prescribed MiFID II format.

Last Sale Specification

For more information about Last Sale Feed (Matched Trades Only), please contact us.
For additional resources, visit our Document Library.

Historical Data

Historical Data

Please click below for one day’s worth of Cboe One Historical data for testing purposes.

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Cboe data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of Cboe data is subject to the Terms and Conditions for Use of Cboe Websites. In addition, Cboe may use any information you provide in accordance with its Privacy Notice and Policy.

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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