Cboe Data Shop has added historical spot foreign exchange data from Cboe FX to its range of offerings.
Available for market participants and academics who want the opportunity to simplify and streamline back-testing and analysis, as well as the potential to increase trading opportunities, Cboe FX historical data offerings include: TOP, which provides top-of-book data on currency pairs, including the quote time, bid price, bid quantity, offer price and offered quantity; Snapshot, which provides a look at the depth of book data at intervals throughout the trading day; and Cboe FX Tape, which reflects trading activity for currency pairs on Cboe FX markets, including transaction time, aggressor side, trade price and quantity.
Cboe Data Shop is also offering a complete history of market data for bitcoin traded on the Gemini exchange since its inception, as well as Cboe bitcoin historical futures data.
"We are excited about these additions to Cboe Data Shop," says Catherine Clay (pictured), Cboe Vice President and Global Head of Information Solutions. "This is the first time our clients can buy FX data that is customised by individual currency pairs.
"We also are pleased to support Cboe's new bitcoin futures with the full history of Gemini bitcoin data, and subscriptions to Cboe's bitcoin futures data. The entire history of quotes and trades in bitcoin on Gemini is expected be available for a one-time fee of USD100 per user through 31 March, 2018."
Gemini Trust Company (Gemini) is a digital asset exchange and custodian founded in 2014 that allows customers to buy, sell and store digital assets such as bitcoin, and is subject to fiduciary obligations, capital reserve requirements and banking compliance standards of the New York State Department of Financial Services.
Cboe XBTSM bitcoin futures (XBT), which began trading Sunday, 10 December, on Cboe Futures Exchange (CFE), are cash-settled futures contracts based on Gemini's auction price for bitcoin, denominated in US dollars.
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