Exchange Codes in Cboe Option Symbols
Summary
The document explains the suffixes that may appear after an option symbol in Cboe quote data. A suffix identifies the exchange or exchange group associated with that option quote; a symbol without a suffix represents the composite listing. The examples show the same underlying, expiration, strike, and option type appearing with different suffixes.
The answer maps the listed codes to venues, including Cboe, BOX, BATS, Nasdaq exchanges, NYSE Arca, PHLX, C2, Miami, and ISE. This makes the suffix useful for interpreting quote records and distinguishing venue-specific entries from composite data. The information is presented as a reference mapping attributed to Cboe quote help, rather than an explanation of routing, execution quality, or the mechanics of how quotes are aggregated. Exchange names and symbol conventions may change, so the table should be treated as a point-in-time reference for the format described.
Key ideas
- A suffix on an option symbol indicates the exchange associated with that quote.
- A symbol without a suffix denotes composite data in the described convention.
- The examples show one contract represented with multiple venue suffixes.
- The code mapping is a reference and does not explain execution or quote aggregation.
Tags
Full text
# What does the "-E" mean at the end of a CBOE options symbol? # What does the "-E" mean at the end of a CBOE options symbol? Below is are some option quotes taken directly from the CBOE website. I am wondering what the `-E, -4, -8, -A, -B, -I, -J etc..`that are at the end of the options symbol mean? Example: `AAPL1513C109-E` More examples: `5 Mar 109.00 (AAPL1513C109),13.48,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109),0.08,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-4),0.0,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-4),0.82,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-8),9.72,0.0, , ,0,51,15 Mar 109.00 (AAPL1513O109-8),0.83,0.0, , ,0,426, 15 Mar 109.00 (AAPL1513C109-A),10.70,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-A),1.62,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-B),0.0,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-B),0.66,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-E),13.48,0.0,20.40,20.70,0,51,15 Mar 109.00 (AAPL1513O109-E),0.08,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-I),0.0,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-I),0.12,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-J),0.0,0.0,18.70,22.20,0,51,15 Mar 109.00 (AAPL1513O109-J),0.0,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-O),11.30,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-O),0.09,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-P),0.0,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-P),0.12,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-S),0.0,0.0, , ,0,51,15 Mar 109.00 (AAPL1513O109-S),0.0,0.0, , ,0,426, 15 Mar 109.00 (AAPL1513C109-X),10.45,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-X),0.13,0.0,0.07,0.10,0,426, 15 Mar 109.00 (AAPL1513C109-Y),0.0,0.0,20.45,20.65,0,51,15 Mar 109.00 (AAPL1513O109-Y),0.0,0.0,0.0,5.00,0,426,=` ## Answer by vonjd (score 6, accepted) https://quant.stackexchange.com/a/16680 > This letter (if present) indicates which exchange(s) the option trades at, whereby: No hyphen or letter present = Composite A = AMEX American Stock Exchange B = BOX Boston Stock Exchange - Options E = CBOE Chicago Board Options Exchange I = BATS J = NASDAQ OMX BX O = NASDAQ OMX P = NYSE Arca X = PHLX Philadelphia Stock Exchange Y = C2 Exchange 4 = Miami Options Exchange 8 = ISE International Securities Exchange Source: http://www.cboe.com/delayedquote/quotehelp.aspx#chaindata
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