Market Data Products

Bats Options provides multiple market data feeds to suit customers’ diverse needs. For bandwidth recommendations for each data feed, please refer to the Connectivity Manual's Bandwidth chapter.

Options Depth

(Depth of Book)

Bats Options Depth is available in Multicast PITCH and provides real-time, depth-of-book quotations and execution information. Bats Options offers a Gig-shaped and 5-Gig-shaped version of the Multicast feed, available from Bats' primary datacenter. Members and market data recipients interested in utilizing this feed are encouraged to confirm they have the bandwidth necessary to subscribe depending on their location and connectivity to Bats.

Contact Bats Market Data Services to sign up at 212.378.8821 or marketdata@bats.com. Please note that all new Bats Data Recipients interested in subscribing to Bats Options Depth will be required to complete the Bats Data Agreement and Bats Data Feed Order Form and return the documentation to Bats Market Data Services before being provisioned to receive the feed.

Options Auction Feed

(Auction Data for Bats Options Auctions)

The Bats Options Auction Feed is a direct data feed product that disseminates auction message information for the EDGX Options Exchange. The Bats Options Auction multicast feed may be used by Bats Data Recipients to receive real-time Auction Notification, Auction Trade and Auction Cancel messages. The Bats Options Auction Feed is provided to Bats Data Recipients upon request.

To request a subscription, please contact Bats Market Data Services at 212.378.8821 or marketdata@bats.com.

DROP

(Member Trading Activity)

Bats Options' DROP is a data feed typically used by clearing firms or Members to monitor trading activity. DROP sessions can be used to obtain execution information about single or multiple Members with proper authorization.

Contact the Bats Trade Desk to sign up: 913.815.7001 or tradedesk@bats.com

Historical Data

(Depth)

Historical Bats Options Depth data is available in Multicast PITCH on a T+1 basis. Additionally, the most recent three months of data is available via download from the Bats website. Data beyond the most recent three months will be uploaded onto a user-provided terabyte drive. Please contact the Bats Trade Desk (913.815.7001, tradedesk@bats.com) for shipping information.

How To Subscribe

A Bats Member Portal account is required in order to sign up for Historical Data. If you do not currently have an account, please contact Bats Market Data Services at 212.378.8821 or by email at marketdata@bats.com. If you already have a Bats Member Portal account, you may login to subscribe.