What it does
Cboe DataShop sells historical market datasets and recurring data access for quantitative research. Its catalogue separates option trades, quote snapshots, volume summaries and calculated fields, with files and software interfaces (APIs) serving different workflows. Dataset purchases require an account; a short API trial is also available.
Choose the observation type before ordering. An option end-of-day summary, a one-minute quote snapshot and transaction-level execution detail answer different questions. The Data catalogue lets you filter by asset, data type, frequency, region and one-time or subscription purchase.
For Option EOD Summary, choose Historical or Subscription, select underlying symbols and dates, and decide whether to include Calcs. Those additional fields contain implied volatility and Greeks, which describe how an option's modelled value responds to market inputs. File grouping is another purchase option. Index symbols use a leading caret, such as ^SPX.
Reading an options file correctly
An intraday bid and ask describe the market at the recorded time; interval volume describes activity since the previous interval. Open interest comes from the prior night's clearing data and stays fixed during the trading day. A zero implied-volatility value can mean the calculation lacked suitable inputs, so it should not automatically be read as zero expected volatility.
Keep a local copy of purchased files. DataShop removes completed files from its server after 30 days, and daily subscription files normally arrive the following day rather than during the trading session.
File purchases and API costs
Historical files can be bought once; continuing files and All Access API use subscriptions.
| All Access API tier | Monthly base price | Included usage | Overage rate |
|---|---|---|---|
| Free Trial | $0 for 14 days | 500 points/day | Not available |
| Tier 3 | $2,499 | 1,250,000 points/month | $0.004/point |
| Tier 4 | $4,599 | 4,000,000 points/month | $0.0025/point |
The trial requires credit-card authorization and excludes licensed exchange feeds. Paid users must select Exceed at checkout to allow overage charges. Live or delayed options, stocks and indices can require separate market-data licences and fees. Redistribution has its own licensing terms.
The Option EOD dataset covers U.S. listed stock, ETF and index options, excluding futures options and non-U.S. markets. Confirm the available dates in your selected order before buying older history.
Strengths
- Separates transaction, quote, volume and calculated-data products
- Lets options-file buyers choose symbols, dates and additional calculations
- Explains how quote timing, open interest and missing calculations affect interpretation
Watch out for
- Completed data files remain on the server for only 30 days
- Live or delayed API exchange data can require separate licensed feeds
- Option EOD Summary excludes futures options and non-U.S. markets
Best for
- Quantitative researchers buying options history for a defined study
- Developers integrating licensed options and equity data
Sources
- Cboe DataShop market-data catalogue (Oct 27, 2026)
- Data products: filters and purchase types (Oct 27, 2026)
- Option EOD Summary: fields and purchase options (Oct 27, 2026)
- DataShop frequently asked questions (Oct 27, 2026)
- Cboe All Access API: fees and trial terms (Oct 27, 2026)