Cbot launches Web-based DataExchange product

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The Chicago Board of Trade (CBOT®) announced today the launch of DataExchange, a suite of products available through the CBOT's Web site (www.cbot.com/dataexchange) that allows users to easily and efficiently access up to 30 years of CBOT historical data.

CBOT President and CEO Bernard Dan said, "The CBOT's DataExchange products address our market users' unique and diverse data needs and are a result of our continuous efforts to meet customer demand. DataExchange provides the information necessary to help users make the most informed decisions when trading the exchange's highly liquid and open markets. Additionally, with features allowing users to see detailed buying and selling activity, DataExchange exemplifies the transparency for which the CBOT is well known."

Market users are able to customize 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. This information is available in monthly increments for a time period specified by the market user. Customers also may choose to have specific data sent to them automatically every day.

DataExchange offers the following valuable products:
  • End-of-Day Data: Open, high, low, close and settlement prices, and volume and open interest numbers.
  • Tick Data: Complete daily time and sales information for all CBOT products.
  • Volume at Price: A full view of total volume traded at each price for the trading day.
  • Market Profile: A widely used bell curve graphic display that shows the time and price of every trade throughout a trading session.
  • Liquidity Data Bank (LDB): A detailed view of trading activity classified by four specific types of traders, local trader, member, member trading on behalf of another member and non-member. Trading activity is reported as net buy/sell volumes at a particular price.

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