Login Page - Create Account

Support Board


Date/Time: Fri, 19 Apr 2024 08:29:12 +0000



Post From: RFQ: Upgraded package for

[2021-11-18 15:16:47]
User162532 - Posts: 4
Hi , there are only two options for package for "CFE" under Denali Exch datafeed today
1. CFE Top Of Book      
2. CFE Market Depth
I would like to ask whether an upgraded one available? My expectation is all the VIX data fields available under SC like the official one
below :

TRADE_DATE
ENTRY_DATE
ENTRY_TIME
ENTRY_TIME_THOU
MKT_DATA_HIST_UID
CLASS_SYM
UNDER_SEC_SYM
BID_PRICE
BID_SIZE
ASK_PRICE
ASK_SIZE
NON_CNTG_BID_PRICE
NON_CNTG_BID_SIZE
NON_CNTG_ASK_PRICE
NON_CNTG_ASK_SIZE
NBBO_BID_PRICE
NBBO_ASK_PRICE
LAST_SALE_PRICE
LAST_SALE_QTY
TICK_PRFX_ACR
SESS_NAME
TRADE_THRU_IND
EXCH_IND_TEXT
RECORD_TYPE
PRODUCT_STATE
PRODUCT_TYPE
EXPR_DATE
SPREAD EXPR_DATES
SPREAD_TYPE
LEG1_RTO
LEG2_RTO
LEG3_RTO
LEG4_RTO
LEG_CNT

https://datashop.cboe.com/volatility-index-futures-data