CME Group's Time & Sales report provides the price and time of every trade executed and bids/offers conditionally represented on the previous trading day.
The Date column displays the CME Globex trade date (vs. the calendar date) of the transaction.
The Time column displays the time at which the trade occurred, in hours, minutes, seconds, along with AM/PM designation.
The Price column displays the price at which the transaction occurred. Some prices are followed by an "A" after the price indicating an offer/ask price which occurred at or below the previous last. A "B" after the price indicates a bid which occurred at or above the previous last. Prior to regular session hours, an indicative price may be displayed with a volume of zero in the size column.
The Size column displays the volume/number of contracts of the trade or the size of the bid/ask. A zero volume represents an indicative price.
The Indicator column displays market conditions relevant to the recorded prices. Available conditions are:
"Indicative", representing an indicative price.
"Fast" if the trade occurred during a fast market period
"Open" if the price is designated as the market opening price
"Insertion" if the trade was inserted later in the day
"Cancel" if the trade was reported erroneously
"Correction" if the trade price or volume was amended
"Close" if the trade occurred during the market close
"Both" if the price serves as the market open and close
Time & Sales (Open Outcry Futures)
CME Group's Time & Sales report provides the price and time of every trade executed and bids/offers conditionally represented on the previous trading day.
The Date column displays the trade date of the transaction.
The Time column displays the time at which the trade occurred, in hours, minutes, seconds, along with AM/PM designation.
The Price column displays the price at which the transaction occurred. Some prices are followed by an "A" after the price indicating an offer/ask price which occurred at or below the previous last. A "B" after the price indicates a bid which occurred at or above the previous last. During Open Outcry, CME does not include the volume of the trades nor the size of the asks/bids.
The Indicator column displays market conditions relevant to the recorded prices. Available conditions are:
"Fast" if the trade occurred during a fast market period
"Post-trade" if the trade occurred during the post close session
"Open" if the price is designated as the market opening price
"Insertion" if the trade was inserted later in the day
"Cancel" if the trade was reported erroneously
"Correction" if the trade price or volume was amended
"Close" if the trade occurred during the market close
"Both" if the price serves as the market open and close
"Post Close" if the trade occurred after the market close
Time & Sales (CME Globex Options)
CME Group's Time & Sales report provides the price and time of every trade executed and bids/offers conditionally represented on the previous trading day.
The Date column displays the CME Globex trade date (vs. the calendar date) of the transaction.
The Time column displays the time at which the trade occurred, in hours, minutes, seconds, along with AM/PM designation.
The Strike column displays the strike price of the option.
The Type column displays whether the option is a call or a put.
The Price column displays the price at which the transaction occurred. Some prices are followed by an "A" after the price indicating an offer/ask price which occurred at or below the previous last. A "B" after the price indicates a bid which occurred at or above the previous last. Prior to regular session hours, an indicative price may be displayed with a volume of zero in the size column.
The Size column displays the volume/number of contracts of the trade or the size of the bid/ask. A zero volume represents an indicative price.
The Indicator column displays market conditions relevant to the recorded prices.
"Indicative", representing an indicative price.
"Fast" if the trade occurred during a fast market period
"Open" if the price is designated as the market opening price
"Insertion" if the trade was inserted later in the day
"Cancel" if the trade was reported erroneously
"CAB" if the price reported is a cabinet price
"Correction" if the trade price or volume was amended
"Close" if the trade occurred during the market close
"Both" if the price serves as the market open and close
Time & Sales (Open Outcry Options)
CME Group's Time & Sales report provides the price and time of every trade executed and bids/offers conditionally represented on the previous trading day.
The Date column displays the trade date of the transaction.
The Time column displays the time at which the trade occurred, in hours, minutes, seconds, along with AM/PM designation.
The Strike column displays the strike price of the option.
The Type column displays whether the option is a call or a put.
The Price column displays the price at which the transaction occurred. Some prices are followed by an "A" after the price indicating an offer/ask price which occurred at or below the previous last. A "B" after the price indicates a bid which occurred at or above the previous last.
The Indicator column displays market conditions relevant to the recorded prices. Available conditions are:
"Fast" if the trade occurred during a fast market period
"Post-trade" if the trade occurred during the post close session
"Open" if the price is designated as the market opening price
"Insertion" if the trade was inserted later in the day
"Cancel" if the trade was reported erroneously
"CAB" if the price reported is a cabinet price
"Correction" if the trade price or volume was amended
"Close" if the trade occurred during the market close
"Both" if the price serves as the market open and close
"Post Close" if the trade occurred after the market close