CBOE Streaming Market


CBOE Streaming Markets (CSM) & Complex Order Book (COB) Feeds

CBOE Streaming Markets Feed (CSM)

CBOE Streaming Markets (CSM) is a high-availability, low latency streaming data feed from Market Data Express (MDX) which includes the following:

  • Best bids and offers (BBO) for all products including strategies
  • Trades
  • Customer vs. non-customer breakdown of BBO
  • Contingent prices (all-or-none orders) better than or equal to the BBO
  • Expected Opening Price (EOP) and Expected Opening Size (EOS)
  • Contains all product ID codes
  • C-Flex

Complex Order Book Feed (COB)

This new feed is a subset of the BBO Data Feed. It is a real-time feed that consists of data regarding the CBOE and C2 Complex Order Book and related complex order information. This data feed also includes the following:

  • Best bids and offers (BBO) for quotes
  • Identify information for all CBOE traded complex order strategies
  • Contains all product ID codes
  • Executed CBOE complex order trades (identifies whether the trade was a customer trade or a complex order in the COB was a customer order)

Distributor Fee          $3,000
Professional User Fee          $25
Non-Professional User Fee          $1
User Fee Cap          $2,000

The Distributor Fee is waived for existing CSM BBO customers.

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