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Derivatives Data | Pricing

Exchange Derivatives - Chicago Board of Trade (CBOT)

Exchange traded derivatives pricing data for Chicago Board of Trade (CBOT), supporting venue-specific market analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Exchange Derivatives - Chicago Board of Trade (CBOT)

Coverage metric

Geography:
North America
History:
Pricing data is available from 1984; Tick Data is available from 1997
Coverage count:
Asset Classes - 100000+ RICs
Asset Class
Mini Futures (AssetClass), Bond & STIR Futures & Options, Spreads, Futures, Fixed Income, Derivatives, Commodity Fair Values, Commodity Derivatives, Options, Commodities, Bond Spreads

Delivery metadata

Data Frequency
Continuous
Language
English (United States)
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, SQL, RSS Feed, Website, Digital Files
Data formats:
CSV, GZIP, JSON, SQL, Metafile Picture, Text, Delimited, Bitmap, Parquet, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Continuous

Overview of Exchange Derivatives - Chicago Board of Trade (CBOT)

BUILT FOR TRADING WORKFLOWS

Leveraging market data - Monitoring

  1. Standardised identifiers support mapping, validation and downstream integration.
  2. Includes expiry, strike, volume and open interest fields.
  3. Combines pricing with LSEG reference data for broader context.
CBOT FUTURES AND OPTIONS DATA

Chicago Board of Trade - Derivatives data

  1. Access standardised CBOT futures and options pricing, quotes, trades and reference data.
  2. Covers 100,000+ RICs across North American derivatives markets.
  3. Supports valuation, monitoring and analysis across listed derivatives.
ANALYSE DERIVATIVES MARKET ACTIVITY

In-depth end-of-day & real-time data

  1. Support trading, valuation and portfolio monitoring with trusted CBOT market content.
  2. Enhance risk management with standardised pricing data.
  3. Improve enterprise reporting using consistent exchange data.

Description of the dataset

  • LSEG provides exchange-traded derivatives data for Chicago Board of Trade (CBOT), helping users access consistent market pricing, trading and reference information within the broader LSEG pricing data catalogue.
  • Coverage is structured around contract identifiers, expiry, strike, option or future type, price, quote, trade, volume, open interest, timestamp and venue metadata where available. LSEG standardizes the content to support search, mapping, validation and integration with downstream applications.
  • The dataset supports price discovery, trading, valuation, portfolio monitoring, risk management, back-testing and enterprise reporting. LSEG helps customers combine this content with related pricing, reference, analytics and workflow data for more consistent decision-making.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Real-Time Distribution System
Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.

All categories

Full list of all categories