CBOE Indices Data
In early 2019 the CBOE changed the pricing and licencing terms & conditions for End of Day data distribution with a "per client" fee now being charged for each person accessing indices they provide, including VIX, FVX, TNX and TYX.
As a result of these changes by the exchange the following actions have been taken by Optuma:
1. CBOE codes that are currently part of the World Indices data (or other US exchanges) will be removed on the 31st May 2019.
2. All of the codes moved out of existing exchanges will become part of a new data exchange called CBOE Indices, which includes over 300 indices (including a number volatility and buy/write indices - for a complete see the attachment below).
This means if you wish to continue accessing CBOE symbols you will have to add this group to your subscription before the 31st May 2019.
Due to the fee structure change implemented by the CBOE this exchange can not be used as one of your free data selections included with your service level. The cost of the CBOE Indices data group is $5 per month, however it is important to note that by adding this exchange to your subscription the cost of your service will increase by $5 per month (this includes clients on a Lifetime Services subscription).
Note that the cost will be pro-rated depending on your next billing date, so if you have 3 months left on your subscription you will be billed $15 to add the CBOE Indices.
To add the CBOE Indices data to your account sign in to your account page and click Modify button in the Data section:
My Account Page
CBOE Symbols currently in World Indices
To see a complete list of codes available in the CBOE please download the attached file (bottom of the article).
The following table lists the codes that are currently found in World Indices that will be moved to the new CBOE Indices exchange on May 31st...
|BXD||CBOE DJIA BUYWRITE INDEX|
|BXM||CBOE BUYWRITE MONTHLY INDEX|
|BXN||CBOE BUYWRITE MONTHLY INDEX|
|BXR||CBOE RUSSELL 2000 BUYWRITE INDE|
|BXY||CBOE S& P 500 BUYWRITE INDEX|
|CIV||CBOE/CBOT Corn Volatility Index|
|DDA||DJIA VOLATILITY INDEX - OFFER S|
|DDB||DJIA VOLATILITY INDEX - BID SID|
|DIVD||S&P 500 ANNUAL DIVIDEND - 10X|
|DVST||IMPLIED FORWARD DVS SEPTEMBER|
|FVX||5-Year Treasury Note Yield|
|GVX||CBOE/COMEX Gold Volatility Index|
|OIV||CBOE/NYMEX WTI Volatility Index|
|OVX||CBOE CRUDE OIL VOLATILITY INDEX|
|RVX||CBOE RUSSELL 2000 VOLATILITY IN|
|SIV||CBOE/CBOT Soybean Volatility Index|
|SKEW||CBOE SKEW Index|
|TNX||10-Year Treasury Note Yield|
|TYX||30-Year Treasury Note Yield|
|VIO||CBOE OIL INDEX REDUCED LEAP 199|
|VIX||S&P 500 Volatility Index|
|VSTF||SPX Far-Term VXST Index|
|VSTN||SPX Near-Term VXST Index|
|VVIX||CBOE VVIX Index|
|VWA||CBOE MARKET VOLATILITY -SPX ASK|
|VXD||CBOE DJIA VOLATILITY INDEX|
|VXN||CBOE NASDAQ Volatility Index|
|VXO||CBOE OEX VOLATILITY INDEX|
|VXST||CBOE S&P 500 Short Term Volatility Index|
|VXV||CBOE S&P 500 3M VOLATILITY INDEX|
|WIV||Cboe/Cbot Wheat Volatility Index|
|XSP||S& P 500 MINI-SPX OPTIO IND|