Global FX
Cboe FX market data reflects anonymous quotes from top global bank market makers as well as prices entered by the world's leading hedge funds, CTAs, asset managers and proprietary traders. This client-supplied liquidity, which averages more than $44.65B of trading volume daily, provides a representative view of the FX market.*
$44.65B
Average Daily Volume
Cboe FX offers a variety of data feed options via several protocols for customers to choose which feed best suits their needs.
* Trading volumes are subject to change due to market conditions.
Global FX Market Data Products
The Cboe FX marketplace features a diverse, multi-contributor client base, making it a robust source of FX price discovery. As a result, Cboe FX's live and historical market data options offer unique market insights when used in trading models, algorithms, and analytics. Cboe FX market data attributes include:
- Neutrality - All Cboe FX market data offerings are comprised of anonymous quotes and trade executions reflecting global market conditions.
- Speed - Cboe FX offers a variety of data feed options via several protocols for customers to choose which feed best suits their needs. Each feed shows a view of all the bids and offers available and displays the diverse liquidity throughout the Cboe FX market. Price feeds are available in a real-time streaming event based format via Cboe FX ITCH, or a snapshot format via FIX Bookfeed API (50ms).
- Diversity - Cboe FX market data reflects bids and offers entered by top global bank market makers as well as prices entered by the world's leading hedge funds, CTAs, asset managers and proprietary traders. This client-supplied liquidity, which averages more than twenty-five billion dollars of trading volume daily, provides a representative view of the FX market.
Cboe FX market data is available directly to clients as well as via leading market data vendors.
Please contact your sales representative for access.
For additional resources, visit our Document Library or the
Cboe FX Markets homepage.
Cboe FX Historical Market Data allows users to obtain large data sets as one-time downloads or on an ongoing basis through recurring subscriptions deliverable in an easy-to-use, digestible format.
Utilizing Cboe FX historical trade and quote data allows for simplified and streamlined back-testing and analysis to help maximize trading opportunities on the Cboe FX market:
- Perform back-testing on new trading strategies
- Simulate changes to trading models
- Optimize trading strategies using historical market analysis
- Evaluate price movements and executions
- View trading trends for liquidity, spreads, and order size
- Understand how orders interact in the marketplace
To request a recurring subscription to Cboe FX Historical Market Data or initiate a one-time request, please contact Market Data Services at [email protected] or your Cboe FX sales representative.
For additional resources, visit our Document Library or the Cboe FX Markets homepage.