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.
15 minute delayed pre and post-trade data is available on the following links:
MiFID II Public Trade Data
Real-time pre-trade data is available on the Book Viewer.
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
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.
TCP PITCH (Depth of Book)
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.
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.
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.