The Cboe One Options Feed provides cost-effective, high-quality reference quotes and trade data for market participants looking for comprehensive, real-time market data. With one license, market participants receive a unified view of the market from all four Cboe U.S. Options Exchanges: Cboe Options Exchange, C2 Options Exchange, Cboe BZX® Options Exchange and Cboe EDGX® Options Exchange.

For more information about Cboe One Options, please visit the product page or contact us.

For additional resources, visit our Document Library.

Cboe BBO data feeds contain the following information:

• Outstanding quotes and standing orders at the best available price level on each side of the market, with aggregate size
• Executed trades time, size, price, etc. (last sale data)
• Totals of customer versus non-customer contracts (at the BBO)
• All-or-None contingency orders priced better than or equal to the BBO
• Expected opening price and expected opening size (disseminated prior to the opening of the market and during trading rotations)
• End-of-day summary by product, including open, high, low and closing price during the trading session (disseminated after the close of a trading session)
• Recap messages (disseminated during a trading session any time there is a change in the open, high, low or last sale price of a listed option, including product name and total volume traded in the product during the trading session)
• Complex Order Book (COB) information - see below for more details
• Product IDs and codes for all listed options contracts

BBO Data is available for Cboe. The quote and last sale data contained in the BBO data feed is identical to the data sent to the Options Price Reporting Authority ("OPRA") for redistribution to the public.

For more information about Cboe BBO, please contact us.

For additional resources, visit our Document Library.

The Book Depth data feed adds quotes and standing order information for multiple price levels (including BBO) on each side of the market (providing order-by-order information) for both simple orders and complex strategies (see below for more information about COB). Book Depth Data is disseminated in real-time during a trading session. The Book Depth data feed is generally ordered with the corresponding BBO data feed.

For more information about Cboe Book Depth, please contact us.

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The Cboe COB data feeds contain the following information for complex strategies (multi-leg trades, such as spreads, straddles and buy-writes) for the Cboe market:

• Quotes and standing orders on each side of the market
• Executed trades time, quantity, price, etc. (last sale data)
• Totals of customer versus non-customer contracts (at the BBO)

COB data feeds are available independently of the single-leg quote and last sale Data for the chosen market, and can be ordered as either BBO or BBO and Book Depth Data. COB is included with the single-leg quote and last sale data feeds for each market at no additional charge.

Customers that receive Cboe Data directly from CDS are required to have two data lines between the Customer and CDS's production data center. This requirement is in place so that Customers will continue to receive Data if one data line becomes inoperable. CDS strongly encourages Customers that receive Data from CDS indirectly through an authorized redistributor (e.g., an extranet service provider or other third party) to maintain two data lines to the authorized redistributor. Customers are also encouraged to maintain a data line to CDS's disaster recovery site, but this is not required. Connectivity charges and port fees described in the applicable Fee Schedule apply separately to each data line.

For more information about Cboe COB, please contact us.

For additional resources, visit our Document Library.

The Cboe FLEX option data feed contains last sale data (time, quantity, price, etc.) for trades executed on Cboe, both on-floor and electronically, including via Cboe Silexx. The FLEX data feed is available at no additional charge.

For more information about the Cboe FLEX option data feed, please contact us.

For additional resources, visit our Document Library.

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 Exchange’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.

For more information about Options Depth (Depth of Book), please contact us.

For additional resources, visit our Document Library.

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.

For more information about DROP (Member Trading Activity), please contact us.

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Historical Cboe Options Exchanges Depth data is available in Multicast PITCH from October 2019 to present. Please visit DataShop to subscribe. For questions or inquiries, please contact RMADataSales@cboe.com.

For more information about Historical Data (Depth), please contact us.

For additional resources, visit our Document Library.