Cboe Futures Exchange (CFE) PCAPs now available
We're excited to announce that raw PCAP files for the Cboe Futures Exchange (CFE) are now available on Databento, bringing comprehensive market data on volatility, bond index, and cryptocurrency futures.
As the home to VIX futures, CFE is a natural complement to our OPRA coverage.
With Databento's CFE PCAPs, you gain unprocessed market data captured directly from CFE's Multicast PITCH feed. The PCAPs cover all futures and options on futures on CFE, giving a comprehensive view of the exchange.
- Complete market reconstruction with every order book event preserved at the packet level
- Nanosecond precision timestamps synchronized to GPS with sub-microsecond accuracy
- Unfiltered data capture in original wire format before any processing or normalization
- Same-day availability with flexible delivery and customization options
Normalized data on CFE is now also under development and will be launched at a later date.
The PCAPs will be available starting at $750 per month.
Visit our PCAPs page for detailed pricing information or contact us to discuss your specific requirements for volatility and futures market data.