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Overview

The file contains exchange volume data for contracts traded and open interest on a yearly basis. Each file contains a record for each month of the given year. The file for the current year is updated daily and overwites the file created on the previous business day. The file is exported each morning with data as-of the previous business day representing month-to-date and year-to-date where applicable.

File Cycle

The file is published daily at 07:30 CT for the previous business date.

Format

The file is comma separated value (CSV) with column headers in the first row.

Name

EXCHANGE.VOLUME.REPORT.YYYY.csv

Connectivity

The public FTP server https://ftp.onechicago.com/ is accessible over general internet.

Field Names and Definitions
Field NameField TypeDescription
MonthstringYYYY-MM
AsOfDatedateYYYY-MM-DD, date when the data is published
TradingDaysintegerNumber of trading days in the given month, up to and including AsofDate
MonthlyVolumeintegerTrading volume for the given month
AvgDailyVolumeintegerAverage trading volume for each day in the given month
PreviousYearMonthlyVolumeintegerTrading volume from the same month of the previous year
YoYPercentChangedecimalPercentage change between the trading volume of the current month and same month of the previous year - if there is no data for the same month of the previous year, a value for this field is not provided
YTDTotalVolumeintegerYear to date trading volume
MonthEndOpenInterestintegerOpen Interest for the given month
Sample
Month,AsOfDate,TradingDays,MonthlyVolume,AvgDailyVolume,PreviousYearMonthlyVolume,YoYPercentChange,YTDTotalVolume,MonthEndOpenInterest
2020-01,2020-01-31,21,8400,400,8400,0.0000,8400,2000
2020-02,2020-02-28,19,7600,400,7600,0.0000,16000,2000
2020-03,2020-03-31,22,8800,400,8400,0.0476,24800,2000
2020-04,2020-04-30,21,8400,400,8400,0.0000,33200,2000
2020-05,2020-05-29,20,8000,400,8800,-0.0909,41200,2000
2020-06,2020-06-25,19,7600,400,8000,-0.0500,48800,2000

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