Cboe DataShop to Offer Market Data and Trade Analytics through APIs

Cboe Global Markets, Inc. announced that Cboe DataShop is offering customers access to its market data and trade analytics through a suite of four application programming interfaces. The APIs allow easy interaction with other websites or programs, facilitating customization of access for trading firms’ specific needs and budgets. The new Cboe DataShop APIs include: 1) Market Data API – which gives customers the ability to pull market information on demand with an API subscription; 2) Time & Sales API – the data used by every U.S. options exchange and by several large brokers is now available to subscribers; 3) TheoCalc API - selected by all U.S. options exchanges as the official theoretical price generator for obvious error review; and TradeReview API - builds on its selection as the official theoretical price generator for obvious error reviews on trades executed on U.S. options exchanges. TradeReview also performs a parity check, calculates the trade’s implied volatility and Greeks, and provides additional benchmarks for monitoring execution quality.