Cboe Futures Exchange (CFE)#

The Cboe Futures Exchange (CFE) offers trading in volatility futures, including the Cboe Volatility Index (VIX) futures.

  • Country: USA United States [US]

  • Mkt Hours: 00:00-24:00

  • Time Zone: America/Chicago

  • Start Date: 20120619

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

CFE - Coverage#

Security Type

# of Symbols

% of Total

Future

77

5.27%

Futures Spread

271

18.56%

Option

1112

76.16%

Total

1460

100%

Consists of 4 Databases



CFE#

Database includes the following Tables:

  • MKT - Market phase / instrument status information

  • QTE - Best bid / offer quotes

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

  • TRD - Trades




CFE_BARS#

Database includes the following Tables:

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




CFE_DAILY#

Database includes the following Tables:

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




CFE_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_QTE - Latest Quotes for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue