This dataset offers historical futures and options block trades for CME, CBOT, NYMEX and COMEX products, straight from our price reporting system. Historical Block Trade data consists of: the type of spread that has been executed, the second trade price and quantity (when applicable), detailed data for each leg of traded spreads, execution and call times – all in an easy-to-use format. CME ClearPort and Open Outcry block trades are also included in this dataset.
