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CBOE Order Book Scraper

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CBOE Order Book Scraper

CBOE Order Book Scraper

Fetch live equity order books from Cboe's Book Viewer for stock symbols, returning the top 5 bid/ask levels, best prices, spread, mid-price, market depth, latest trade, company details, and timestamps. Supports repeated snapshots at set intervals to track changes.

Pricing

from $9.99 / 1,000 results

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Developer

Jamshaid Arif

Jamshaid Arif

Maintained by Community

Actor stats

0

Bookmarked

2

Total users

1

Monthly active users

2 days ago

Last modified

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Apify actor that fetches live equity order books from Cboe's book-viewer

What you get

One dataset item per (symbol, snapshot) containing:

  • Top 5 bid/ask levels (bids / asks as {shares, price} objects)
  • Derived fields: best_bid, best_ask, best_bid_size, best_ask_size, spread, mid_price, bid_depth_shares, ask_depth_shares
  • trades tape and parsed last_trade
  • company, volume, exchange-side book_timestamp, and fetched_at

Example input

{
"symbols": ["AAPL", "TSLA", "NVDA"],
"market": "bzx",
"snapshots": 10,
"snapshotIntervalSecs": 30
}

snapshots > 1 turns the run into a poller: 10 snapshots at 30s intervals gives you 5 minutes of book evolution per symbol, one dataset row each.

Example output item

{
"snapshot": 1,
"symbol": "AAPL",
"market": "BZX",
"company": "APPLE INC COM",
"book_timestamp": "14:42:47",
"best_bid": 331.82, "best_bid_size": 60,
"best_ask": 331.86, "best_ask_size": 700,
"spread": 0.04, "mid_price": 331.84,
"bids": [{"shares": 60, "price": 331.82}, ...],
"asks": [{"shares": 700, "price": 331.86}, ...],
"last_trade": {"time": "14:42:40", "shares": 1, "price": 331.8},
"fetched_at": "2026-07-17T14:42:50Z"
}

A run summary is stored in the key-value store under SUMMARY.