Cboe Futures Exchange (CFE)
Cboe Futures Exchange (CFE®) is the home of volatility futures, featuring futures on the Cboe Volatility Index (VIX®). CFE is owned by Cboe Holdings, Inc. and trades on CFE are cleared by The Options Clearing Corporation (OCC). CFE is an all-electronic, open access market model with dedicated market makers and market participants providing liquidity. Futures on VIX®, Cboe’s trademark Market Volatility Index®, provide a pure play on implied volatility independent of the direction and level of stock prices. VIX futures may also provide an effective way to hedge equity returns, to diversify portfolios, and to spread implied against realized volatility.
See: CFE website
Data type: U.S. Futures
- Real-time: real-time direct feeds.
- Delayed: real-time feed delayed 15 minutes.
- Historical: Complete tick-level historical data up to previous trading day. Arbitrary portions controlled replay and hosted analytics.
- Feed received directly from CFE, no intermediate vendor delays
- Configurable conflation and throttling to control downstream systems pressure
- Efficient in-transit wire data compression
- Feed handler and messaging infrastructure with low hardware footprint
- 24×7×365 monitoring and support