Market Data Products

Cboe Options Exchanges provide multiple market data feeds to suit customers’ diverse needs. For bandwidth recommendations for each data feed, please refer to the Connectivity Manual's Bandwidth chapter.

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 Exchanges'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.

Contact Cboe Options Exchanges Market Data Services to sign up at 212.378.8821 or marketdata@bats.com. Please note that all new Cboe Options Exchanges Data Recipients interested in subscribing to Cboe Options Exchanges Depth will be required to complete the Cboe Options Exchanges Data Agreement and Cboe Options Exchanges Data Feed Order Form and return the documentation to Cboe Options Exchanges Market Data Services before being provisioned to receive the feed.

Options Auction Feed

(Auction Data for Cboe Options Exchanges Auctions)

The Cboe Options Exchanges Auction Feed is a direct data feed product that disseminates auction message information for the EDGX Options Exchange. The Cboe Options Exchanges Auction multicast feed may be used by Cboe Options Exchanges Data Recipients to receive real-time Auction Notification, Auction Trade and Auction Cancel messages. The Cboe Options Exchanges Auction Feed is provided to Cboe Options Exchanges Data Recipients upon request.

To request a subscription, please contact Cboe Options Exchanges Market Data Services at 212.378.8821 or marketdata@bats.com.

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.

Contact the Cboe Options Exchanges Trade Desk to sign up: 913.815.7001 or tradedesk@bats.com

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, tradedesk@bats.com) 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 marketdata@bats.com. If you already have a Cboe Options Exchanges Member Portal account, you may login to subscribe.