Market Data Products
BOX offers the following market data products to all BOX Participants:
High Speed Vender Feed (HSVF)
The SOLA® High Speed Vendor Feed (HSVF) broadcast the BOX’s real-time trading and statistical information (comprised of trades, quotes, market depth, strategies, bulletins, summaries, auctions, and other statistics).
For information regarding Market Data network connectivity review the BOX Network Connection Guide.
Open-Close Data Report
The Open-Close Data Report is a volume summary file for trading activity on BOX. The Open-Close Data Report aggregates and buckets the volume by origin (Public Customer, Professional Customer, Broker Dealer, and Market Maker), buying/selling, and opening/closing criteria.
Parties seeking information regarding the use and distribution of the BOX market data products must complete the following document:
For information regarding the various market data message interfaces review the BOX Options Interface Specifications.