The Cboe FX 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.
Data type: FX
- Real-time: real-time direct feeds
- Delayed: real-time feed delayed by 15 minutes
- Historical: Complete tick-level historical data up to the previous trading day. Controlled replay and hosted analytics.
- Configurable conflation and throttling to control the downstream systems pressure
- Efficient in-transit wire data compression
- Feed handler and messaging infrastructure with low hardware footprint
- 24×7×365 monitoring and support