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This page describes the Trades file, which contains the current trading day’s executions in all exchange listed instruments. The Trades file is refreshed throughout the trading day and contains the same information disseminated over Real-time Market Data (OCTP) feeds. Trade events are reported at the instrument level. As such calendar spread transactions appear as a single record with the EntryLegPriceNear field indicating the price of the cleared front leg. The back leg is calculated by adding the EntryLegPriceNear to the EntryPrice of the trade record.

ContentOverview:

Table of Contents

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Access to Content

File CycleEach business day excluding holidays between 0800 and 1730 EST (Updated every 10 minutes)
File NameTRADES.YYYYMMDD.csv
ConnectivityThe public FTP server https://ftp.onechicago.com is accessible over general internet
File OverviewThe file is comma separated value (CSV) with column headers in the first row
File Locationhttps://ftp.onechicago.com/market_data/trade_history/

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