Computing >> Data >> CBOT Treasury Package
Chicago Board of Trade (CBOT) Treasury Package
The complete history treasury package is available to current faculty
and doctoral students in Kellogg. The data are available in /kellogg/data/cbot
directory on Kellogg's Unix server, skew.
The summary of the complete history treasury package is given below.
Tick Data provides you with daily tick-by-tick data (time and sales) for
all CBOT products. The following data is included: trade price, trade
time, and volume traded (if available). End-of-Day Data provides you with
quick access to the following daily prices for all CBOT products: Open,
High, Low, Close, Settlement, Volume, and Open Interest.
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