CME Bows Historical Block Trade Data
CME Group will this week make historical block trade data available within its DataMine product, which provides historical market depth, best bid and offer, time and sales and end-of-day data, to allow firms to build the impact of block trades into their trading strategies and assess execution quality.
The data includes block trades in futures and options, outrights and spreads, as well as details of the strategy executed in the trade, going back up to two years for all CME Group exchanges—the
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