LiveVol APIs

APIs you won't find anywhere else.

Using our extensive market, technology and analytics expertise, we’ve developed unique APIs that are intuitive and easy to implement.

Our APIs are built on the simple REST principles, and you’ll find the documentation and support you need to get up and running quickly.

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Market at a Glance
With one API call, you can come up to speed on the day’s trading activity. Get trades, quotes, implied volatility, and market stats on the U.S. equity and options markets.
Time and Sales
Cboe LiveVol Time & Sales data, used by every US option exchange and by several large brokers, is now available via API. Access tick and trade data across U.S. equities, ETFs, indexes and options. Drill down from the National Best Bid and Offer (NBBO) to the top of book quotes across each trading venue to exchange specific quotes on any trading day back to 2011.
Trade Review
Building on Cboe LiveVol’s selection as the official theoretical price generator for obvious error reviews on trades executed on U.S. option exchanges, the Trade Review API steps through the obvious error trade review process to determine if an executed trade may qualify for an adjustment. Perform a parity check, calculate the trade’s implied volatility and Greeks, and provide additional benchmarks for monitoring execution quality.
Theo Calc
Selected by all U.S. option exchanges as the official theoretical price generator for obvious error review, Cboe LiveVol’s theoretical price generator, Theo Calc, is now available via REST API. Integrate our benchmark theoretical values into your workflow and automate your execution monitoring and error detection.
Custom Scans
More than 200 different criteria in eight different categories are available to scan against to generate your tailored trading opportunities. There are simply too many possibilities to describe here. The best way to see what’s possible here might be to take it for a test drive in our API Sandbox.
Underlying Scanner
Scour the market for unusual price movement and trading activity, elevated and subdued implied volatility in absolute terms and relative to historical volatility with more than 80 preconfigured scans. Scan the whole market or tailor the results to the stocks you care about.
Option Strategy Scanner
Scan for covered calls, cash-secured puts, iron condors, protective puts, and call & put vertical spreads.
Market Reference
The Market Reference API is included with all API products and includes reference information used by other API methods. An example is API methods that return an 'exchange' will return the numeric exchange ID. The Market Reference /market/exchanges method will provide the mapping between numeric ID and the exchange name and code.

API User Guide

Market at a Glance
Current Securities Prices
Stock Level II
Historical Securities Values
Dividends
Earnings
Earnings Analysis
Company Fundamentals
Futures Data
Option Data
Current Expirations
Listed Options
Option Market Data
Option Trades
Largest Option Trades
Option Volumes
Exchange Notifications
Halts and RegSho Notifications
Flex Messages
Limit Up/Limit Down
Live Statistics
Option Exchange Volume
Option Trade Statistics
Time and Sales
Trades
All Trades
Outlier Trades
Lowest Trades
Highest Trades
Option Trades with Greeks
Quotes
All Quotes
Last Quote
Highest Bid Quotes
Lowest Ask Quotes
Trades and Quotes
Volumes by Trade Condition
Trade Review
Theo Calc
Custom Scans
Underlying Scanner
Option Strategy Scanner
Market Reference
Symbols
Trading Days
Exchanges
Message Conditions
Sectors
Industries
Currencies

Please select an API.

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