Cboe EDGA#
Cboe EDGA Exchange (EDGA) is a U.S. equities market that transitioned from an inverted to a tier-free, maker-taker pricing structure. It offers unique features like hidden price improvement, retail priority, and periodic auctions to optimize order execution. Full L1 history for Cboe EDGA 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:
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
EDGA - Tick Data
EDGA_DAILY - End of Day Metrics
EDGA#
Database includes the following Tables:
DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
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
EDGA_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