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Cboe rolls out four APIs for market data

7 May 2018

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Designed for easy interaction with other programs

Cboe Global Markets has begun offering customers access to its market data and trade analytics through a suite of four application programming interfaces. The APIs allow easy interaction with other websites or programs, and are designed to allow subscribers to customize their data packages. The four new APIs add to several existing APIs that can be used to scan the markets for trading opportunities.

The new APIs include:

  • Market Data API - gives customers the ability to pull market information on demand with an API subscription;
  • Time & Sales API - data used by every U.S. options exchange and by several large brokers is now available to subscribers;
  • TheoCalc API - selected by all U.S. options exchanges as the official theoretical price generator for obvious error review;
  • TradeReview API - builds on its selection as the official theoretical price generator for obvious error reviews on trades executed on U.S. options exchanges. TradeReview also performs a parity check, calculates the trade’s implied volatility and Greeks, and provides additional benchmarks for monitoring execution quality.

“The APIs allow data to seamlessly flow into a firm’s or individual’s applications, fitting access to data and analytics within their existing workflows,” said Catherine Clay, vice president and global head of information solutions, Cboe Global Markets.

  • MarketVoice
  • FIA Data