# OpenBB Cboe Provider Extension This package adds the `openbb-cboe` provider and router extension to the Open Data Platform by OpenBB. It implements the public market data published by [Cboe Global Markets](https://www.cboe.com/) across its operating jurisdictions — US options, equities and futures, Cboe Europe indices, and the Cboe Australia (CXA) index series — as OpenBB Platform endpoints. No API key is required. ## Installation Install from PyPI with: ```sh pip install openbb-cboe ``` To enable the Plotly options-analysis charts, install with the `charting` extra: ```sh pip install "openbb-cboe[charting]" ``` Then build the Python static assets by running: ```sh openbb-build ``` ## Quick Start The fastest way to get started is by connecting to the OpenBB Workspace as a custom backend. ### Start Server ```sh openbb-api ``` This starts the FastAPI server over localhost on port 6900. ### Add to Workspace See the documentation [here](https://docs.openbb.co/python/quickstart/workspace) for more details. The extension ships an `apps.json` describing a ready-made dashboard with Indices, Equities, Volatility, and Options tabs. ## Conditional Registration The Cboe models implement OpenBB standard models — `EquityQuote`, `IndexSnapshots`, `OptionsChains`, and so on — which are normally served by the `openbb-equity`, `openbb-index`, `openbb-etf`, and `openbb-derivatives` extensions. When those are installed, Cboe registers as a provider under their existing commands and no Cboe-specific routes are added. When they are absent, the same data is served from this extension's own router under `/cboe/...`, so installing `openbb-cboe` on its own still exposes every dataset. Each namespace resolves independently: installing only `openbb-index` moves the index models under `obb.index.*` while the equity, options, and futures commands stay under `obb.cboe.*`. The bundled `apps.json` resolves its widget IDs the same way, and drops the Plotly options charts when `openbb-charting` is not installed. ## Coverage ### Endpoints ```python from openbb import obb obb.cboe # /cboe # equity # historical # quote # search # symbol_choices <- utility endpoint serving choices to Workspace widgets # futures # curve # roots # settlement_prices # index # available # constituents # constituent_choices <- utility endpoint # documents # historical # search # snapshots # symbol_choices <- utility endpoint # options # chains # get_tickers <- utility endpoint # smile <- Plotly chart widget, requires openbb-charting # spreads # stats <- Plotly chart widget, requires openbb-charting # straddle # strangle # surface <- Plotly chart widget, requires openbb-charting # term_structure <- Plotly chart widget, requires openbb-charting ``` ### Jurisdictions Cboe operates markets in the US, UK/Europe, Canada, and Australia. This extension covers every jurisdiction that publishes a free market data feed: - **United States** — the delayed options chain with greeks, delayed equity and index quotes, the VIX futures term structure, futures settlement prices, and the complete daily history of all 941 Cboe-calculated indices. - **Europe** — the 178 Cboe Europe proprietary indices, their current levels, and current-day constituent quotes for the 57 indices that publish them. - **Australia** — the Cboe Australia (CXA) 200 index series, its current levels, and the full index composition with weights. ### Datasets - **Options chains** — the delayed US options chain, carrying implied volatility, all five greeks, and DEX/GEX. Underlying quote data is returned in `extra["results_metadata"]`. - **Options analysis** — long straddles, strangles, and all four vertical spreads priced at every expiration, plus IV smile/skew, a 3-D surface over DTE and strike (choose IV or any greek), open interest and volume statistics, and the price/IV term structure. - **Index levels** — daily history from each index's inception, sourced from Cboe's published per-symbol files. One-minute levels are available for the most recent session. - **Index constituents** — European indices return current-day constituent quotes; the Australian CXA indices return the index composition with weights, ISIN, SEDOL, GICS, float ratio, and free-float adjusted market capitalization. - **Index reference** — the full directory across all three jurisdictions, annotated with the Cboe Global Indices feed channel (`CGI`, `MSTAR`, `FTSE`, `MSCI`, `CCCY`, `INAV`, `MAIN`), plus a catalog of every published factsheet, methodology, governance, and constituents document. - **Equities** — delayed quotes with 30/60/90-day implied and realized volatility, daily and one-minute historical prices, and the Cboe US company directory. - **Futures** — the VIX (VX) term structure at mid-morning TWAP or end-of-day levels, the futures roots directory, and current or final settlement prices. ## Example ```python from openbb import obb # The full VIX history, from 1990. vix = obb.cboe.index.historical(symbol="VIX", provider="cboe") # Current levels for every Cboe Australia index. au = obb.cboe.index.snapshots(region="au", provider="cboe") # CXA 200 composition, with weights. cxa = obb.cboe.index.constituents(symbol="X2C", provider="cboe") # The delayed options chain, with greeks. chains = obb.cboe.options.chains(symbol="SPY", provider="cboe") # Long straddle pricing at every expiration. straddle = obb.cboe.options.straddle(symbol="SPY") # The VIX futures term structure as of two past sessions. curve = obb.cboe.futures.curve(symbol="VX_EOD", date="2024-06-25,2024-06-26", provider="cboe") # The methodology documents from the Cboe index documents catalog. docs = obb.cboe.index.documents(category="Methodology", provider="cboe") # Every document that applies to one index, factsheet first. cxa_docs = obb.cboe.index.documents(symbol="X2C", provider="cboe") ``` When `openbb-index` and `openbb-derivatives` are installed, the same data is reached through the standard namespaces instead — `obb.index.snapshots(provider="cboe")`, `obb.derivatives.options.chains(provider="cboe")`, and so on. ## Notes Symbol directories are cached on disk for 24 hours. Pass `use_cache=False` to bypass the cache; the results of the endpoints themselves are never cached. Cboe publishes index constituents only for its European and Australian series. The US indices are strategy, settlement, and box-rate indices rather than baskets, and Cboe publishes no component files for them beyond a handful of PDFs surfaced by `obb.cboe.index.documents`.