The Chicago Board of Trade (CBOT) has launched DataExchange, a suite of products available through its website that enables users to easily access up to 30 years of the exchange’s historical data.
Market users are able to customise their requests through DataExchange by choosing from a complete list of all CBOT futures and options products, selecting the data fields and specifying the file format they would like to receive.
The new service offers the following products: End-Of-Day Data showing open, high, low, close and settlement prices, and volume and open interest numbers; Tick Data with complete daily time and sales information for all CBOT products; Volume at Price detailing the total volume traded at each price during the day; Market Profile, which is a bell curve graphic display that shows time and price of every trade during the trading session; and the Liquidity Data Bank, which provides a detailed view of trading activity classified by four types of trader – local, member, member trading on behalf of another member and non-member. Activity is reported as net buy/sell volumes at a particular price.
