Cboe Global Indices Feed (CGIF) PCAPs now available

Raw packet capture (PCAP) files from the Cboe Global Indices Feed are now available on Databento, providing access to more than 1,600 global indices.

The Cboe Global Indices Feed (CGIF) publishes index and reference values across volatility, equities, interest rates, digital assets, and ETFs and ETPs. These values are calculated and updated throughout the trading day, with most indices refreshing approximately every 15 seconds.

CGIF coverage spans Cboe benchmarks such as SPX, VIX, DJX, and TNX, as well as indices from other providers like S&P Dow Jones, FTSE Russell, MSCI, and Morningstar. These include:

• Volatility: Cboe Volatility Index (VIX), VVIX, Dow Jones Volatility (VXD), Nasdaq-100 Volatility (VXN), and other volatility benchmarks.
• US equities: Major benchmarks such as the S&P 500 (SPX), Dow Jones Industrial Average (DJX), and Russell 2000 (RUT).
• MSCI global equities: Market and country-level equity indices, including world, ACWI, developed markets, emerging markets, and more.
• Morningstar: Over 670 benchmarks measuring performance across market segments, asset classes, and investment strategies.
• US Treasury yields: Various T-bond (TYX), T-note (TNX, FVX), and T-bill (IRX) indices.
• Cryptocurrency (CCCY): Consolidated BBO values for Bitcoin, Ethereum, and more. This includes benchmarks from Cboe partners Coin Metrics and CoinRoutes.
• Indicative pricing for 200+ ETFs and ETPs: Intraday fair value estimates (iNAV, IIV) derived from underlying assets.

The complete list of indices is available on Cboe's products page.

Databento captures CGIF PCAPs losslessly from our colocated servers in Equinix NY4, preserving the original multicast packets exactly as disseminated by Cboe.

• Unfiltered data capture in its original wire format before any processing or normalization.
• Complete packet-level reconstruction of the CGIF feed with every index update message.
• Nanosecond-precision timestamps synchronized to GPS with sub-microsecond accuracy.
• Same-day delivery with flexible customization options.

CGIF PCAPs start at $750 per month. Visit our PCAPs page for more information or contact us to discuss your specific index data requirements.