Research Computing >> Data >> CBOT Treasury Package

Chicago Board of Trade (CBOT) Treasury Package

Contents


Availability

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.

Description

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.

Data
Frequency
Available since
Open Auction-Futures
end-of-day

08/22/1977

Open Auction-Options
end-of-day
10/01/1982
Open Auction-Futures
tick
1/2/1995
Open Auction-Options
tick
1/2/1995
Electronic-Futures
end-of-day
8/22/2000
Electronic-Options
end-of-day
8/22/2000
Electronic-Futures
tick
8/22/2000
Electronic-Options
tick
8/22/2000


Vendor information

Chicago Board of Trade
Market Data Products and Information
141 West Jackson Boulevard
Suite 340-A
Chicago, IL 60604

Phone: (312) 341-3163
E-mail : cbotdataexhcange@cbot.com

Accessing CBOT Treasury Package

  • CBOT Treasury Package is available on /kellogg/data/cbot directory on Kellogg's Unix server, skew. End-Of-Data are in CSV format whereas Tick Data are stored as zipped CSV files.

 

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