Cboe BZX Equities#

Cboe BZX is one of Cboe Global Markets’ four U.S. equities exchanges, operating as a distinct electronic order book for trading NMS securities with its own unique fee schedule and market model. BYX is primarily known for its distinct inverted maker-taker pricing model, which charges a fee for providing liquidity and offers a rebate for removing it, incentivizing aggressive order flow. Full L1 history for Cboe BZX (BATS) from the Consolidated Tape is available in the US_COMP dataset.

  • Country: USA United States [US]

  • Mkt Hours: 09:30-16:00

  • Time Zone: America/New_York

  • Start Date: 20250501

  • Real Time Available: No

  • Bars Available: No

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

BZX - Coverage#

Security Type

# of Symbols

% of Total

ADR

403

3.03%

Corporate Bond

57

0.43%

ETF

5648

42.49%

ETN

45

0.34%

ETV

90

0.68%

Equity

5231

39.35%

Fund

335

2.52%

Preferred Stock

429

3.23%

Right

121

0.91%

Structured Product

155

1.17%

Test

25

0.19%

Unit

310

2.33%

Unknown

13

0.1%

Warrant

431

3.24%

Total

13293

100%

Consists of 2 Databases



BZX#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




BZX_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type