Market Data Products

Cboe BZX and EDGX Options Exchanges provides 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 BZX and EDGX Options Exchanges Depth is available in Multicast PITCH and provides real-time, depth-of-book quotations and execution information. Cboe BZX and EDGX Options Exchanges offers a Gig-shaped and 5-Gig-shaped version of the Multicast feed, available from Cboe BZX and EDGX 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 BZX and EDGX Options Exchanges.

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

Options Auction Feed

(Auction Data for Cboe BZX and EDGX Options Exchanges Auctions)

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

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

DROP

(Member Trading Activity)

Cboe BZX and EDGX 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 BZX and EDGX Options Exchanges Trade Desk to sign up: 913.815.7001 or tradedesk@bats.com

Historical Data

(Depth)

Historical Cboe BZX and EDGX 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 BZX and EDGX Options Exchanges website. Data beyond the most recent three months will be uploaded onto a user-provided terabyte drive. Please contact the Cboe BZX and EDGX Options Exchanges Trade Desk (913.815.7001, tradedesk@bats.com) for shipping information.

How To Subscribe

A Cboe BZX and EDGX 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 BZX and EDGX Options Exchanges Market Data Services at 212.378.8821 or by email at marketdata@bats.com. If you already have a Cboe BZX and EDGX Options Exchanges Member Portal account, you may login to subscribe.