Products Overview

Market Data Express has various historical data products available for purchase: "OptSum", "Open-Close", "MDR", "OPRA", and 4 NEW products: "CFE VIX Futures", "CFE VIX OHLC", "VIX Index Values", and "Customized Option Pricing Service-COPS." Here are brief descriptions to help you decide which data will work for your particular needs.

Optsum data is an end of day option summary for CBOE trade options with volume traded, open interestopen, high low and last sales prices for every series in chain. For more information and ordering options of the Optsum data click here.

Open-Close data is also CBOE-traded options volume summary file but it summarizes the volume by origin (customer and firm only-no Market Maker), original order size and whether the tickets was marked as an open or closed position for each series in the chain (if it has volume). For more information and ordering options of the Open-Close data click here.

OPRA(tick) data is quotes and trades disseminated by all U.S. options exchanges and reported by OPRA (Options Price Reporting Authority). For more information and ordering options of the OPRA data click here.

MDR data is quotes and trades captured by CBOE’s internal data retrieval systems, therefore only has CBOE data. We only offer this data for SPX, VIX and OEX. For more information and ordering options of the MDR data click here.

VIX Tick data includes trades and quotes of VIX Futures from the CBOE Futures Exchange (CFE). This data goes back to April 2004. For more information and ordering options of the VIX TICK data click here.

VIX OHLC is an end of day summary file that contains the open, high, low and last sale price along with last bid and last ask of each futures contract obtained from the CBOE Futures Exchange (CFE). For more information and ordering options of the VIX OHLC data click here.

VIX Index Values data is the intraday values of the index only . For more information and ordering options of the VIX Index Values click here.

Customized Option Pricing Service (COPS) is an End of Day valuation for customized option products such as exchange traded FLEX options, OTC custom options and indicative options. For more information and ordering options of the Customized Option Pricing Service click here.