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.