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          Market at a Glance API

          The most comprehensive API for US equities and options

          With one API call, get access to the day's trading activity: trades, quotes, implied volatility, market stats, and more on the U.S. equity and options markets.

          Market at a Glance

          Securities Data

          Get snapshots of current market values for US securities, including price, bid, ask, ask size and volume from all exchanges. Historical open, high, low, close and IV blend data are also available back to 2011.

          Option Data

          Market at a Glance provides robust option data you won’t get in any other API. From option quotes and trades to robust implied volatility calculations and Greeks, this API has the option market covered.

          Exchange Notifications

          Include exchange notifications in your platform with Market at a Glance. This API includes information on Halts and RegSho notifications, Flex messages, and Limit Up/Limit Down notifications from all US exchanges.

          Live Statistics

          Power your platform with real-time, detailed options order flow information at the underlying symbol level. Get put/call ratios. Determine where volume is occurring, and what net premium and net deltas are being accumulated through option trades.

          Market at a Glance User Guide

          Market at a Glance

          User Guide

          Market at a Glance
          Current Securities Prices
          Stock Level II
          Historical Securities Values
          Earnings Analysis
          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

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          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 Calculator
          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
          Earnings Analysis
          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 Calculator
          Custom Scans
          Underlying Scanner
          Option Strategy Scanner
          Market Reference
          Symbols
          Trading Days
          Exchanges
          Message Conditions
          Currencies

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          Cboe LiveVol API Suite Sign-up

          Thank you for requesting a free 30-day trial of Cboe LiveVol API Suite. Keep in mind the quotes available will be static from trade date January 18, 2019 and are not to be used to inform trading decisions. Once we receive your trial request, you will receive an email with your connection detail and links to our API documentation. Please contact us if you have any questions.

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          For technical support or to discuss how LiveVol can help you identify opportunities in the market:

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