CFE

Dataset ID: XCBF.PITCH

Home to VIX futures and VX options. Full order book coverage of volatility, corporate bond index, equity index, and cryptocurrency derivatives.

Asset class

Futures â‹… Options on futures

Venues

Cboe Futures Exchange (CFE)

Available history

7 years

Symbols

1,200+

Get started

Asset class

Futures â‹… Options on futures

Venues

Cboe Futures Exchange (CFE)

Available history

7 years

Symbols

1,200+

Products

Batch download

1-10 of 91
Rows per page
10
Advanced symbol selection via API

It’s easier to handle a large number of symbols using our API. Read our API guide ->

Specifications

Asset class

Futures & Options on futures

Available from

2018-11-04

UTC

Symbols

1,200+

Historical data availability could vary between schemas.

Venue

Data category

Raw data, Reference data

Schemas

MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status

Encodings

DBN, JSON, CSV

Origin

Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Source resolution

Immediate publication, nanosecond-resolution timestamps

Databento resolution

Immediate publication, nanosecond-resolution timestamps

Release time

Access methodRelease timeLicense required
LiveReal-time
HistoricalDelayed 10 minutes
HistoricalNext day 17:00

CST/CDT

CFE (Cboe Futures Exchange) is the exclusive venue for futures on the Cboe Volatility Index (VIX), a benchmark measure of expected U.S. equity market volatility. It also lists corporate bond index, equity index, and cryptocurrency futures.

CFE's suite of volatility products includes VIX futures (VX), Mini VIX futures (VXM), options on VIX futures (UX), and Cboe S&P 500 Variance futures (VA), which reference realized variance of the S&P 500 and complement volatility index–based contracts. Beyond volatility, CFE's credit derivatives include IBHY, IBIG, and IEMD futures and options tied to U.S. high-yield, investment-grade, and emerging-market sovereign bond indices.

This dataset provides full order book depth and is sourced directly from the primary CFE Multicast PITCH feed, delivering the most complete view of market activity. CFE offers L1, L2, and L3 granularity, market statistics, and reference data for all listed outright futures, calendar spreads, options, and combination instruments across every expiration.

Real-time data is included with any CFE subscription. Historical data is available for usage-based rates or with any CFE subscription. Explore pricing for more details or to upgrade your plan.

License

Live data

Live data is available with a CFE subscription plan.

A license isn’t required for personal use on the Standard plan. Databento is licensed to provide instant access to non-professional users and handles exchange reporting on your behalf.

For all other use cases on Plus and Unlimited plans, a license is required to access live data for this dataset per exchange requirements. You can activate a new license or upload an existing one in your portal.

Historical data

A license isn’t required to access historical data.

Sample data

Schema

MBO
MBP-1
TBBO
Trades
BBO-1s
OHLCV-1s
Definition
Statistics
Status

ts_recv

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

size

The order quantity.

ts_event

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

channel_id

The channel ID assigned by Databento as an incrementing integer starting at zero.

rtype

The record type. Each schema corresponds with a single rtype value.

order_id

The order ID assigned at the venue.

publisher_id

The publisher ID assigned by Databento, which denotes dataset and venue.

flags

A bit field indicating event end, message characteristics, and data quality.

instrument_id

The numeric instrument ID.

ts_in_delta

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.

action

The event action. Can be Add, Cancel, Modify, cleaR book, Trade, Fill, or None.

sequence

The message sequence number assigned at the venue.

side

The side that initiates the event. Can be Ask for a sell order (or sell aggressor in a trade), Bid for a buy order (or buy aggressor in a trade), or None where no side is specified by the original source.

symbol

The requested symbol for the instrument.

price

The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

ts_recv
ts_event
rtype
publisher_id
instrument_id
action
side
price
size
channel_id
order_id
flags
ts_in_delta
sequence
symbol

API examples

Python
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import databento as db
client = db.Historical("YOUR_API_KEY")

df = client.timeseries.get_range(
    dataset="XCBF.PITCH",
    schema="trades",
    symbols=["VX/J6:1:S - VX/K6:1:B"],
    start="2026-03-19",
).to_df()

print(df)
Output
See more in docs ->

Pricing

Usage-based

Pay as you go for historical data. Lowest cost to get started.

Pricing

Estimated - GB

Features

Historical data only

8+ years of available history

1,200+ symbols

Pay as you go

Standard

Popular

Frequently-used data. Ideal for individuals and small teams.

$199

per month
Monthly subscription

All Usage-based features, and:

No license fees

8+ years of

history

1 year of L1 history

1 month of L2 and L3 history

Pay as you go for more history

Plus

Ideal for investment firms and institutional service providers.

$1,500

per month
Annual contract required

All Standard features, and:

External distribution

8+ years of L1 history

Dedicated account manager

Dedicated connectivity

ACH and wire payments

Unlimited

Ideal for firms requiring complete history.

$2,000

per month
Annual contract required

All Plus features, and:

8+ years in all schemas

Compare all features

Historical data

CFE

1,200+

8+ years

L0
L0
L0
L0
L1
L1
L1
L1
L2
L3

Live data

L0
L0
L0
L0
L1
L1
L1
L1
L2
L3

Billing

Billed monthly

Support

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