I am considering writing my master's thesis in finance on smart contracts and commodity trading. I would like to conduct an analysis on the trading behavior of smart contracts as opposed to traditional stock exchanges. For example, I would like to compare trading volumes for smart contracts facilitating the trade of oil futures to trading data from CME on these instruments.
However, I struggle to find reliable trading data on embedded smart contracts. Are there just none?
Do you have any other suggestions on what kind of empirical comparative analysis I could conduct?
Kind regards