7 datasets found
  1. D

    10-Year T-Note Futures tick data (ZN) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    + more versions
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    Databento, 10-Year T-Note Futures tick data (ZN) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/ZN
    Explore at:
    dbn, csv, jsonAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse 10-Year T-Note Futures (ZN) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  2. D

    Micro Ultra U.S. Treasury Bond Futures tick data (MWN) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Sep 11, 2024
    + more versions
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    Databento (2024). Micro Ultra U.S. Treasury Bond Futures tick data (MWN) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/MWN
    Explore at:
    csv, json, dbnAvailable download formats
    Dataset updated
    Sep 11, 2024
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Micro Ultra U.S. Treasury Bond Futures (MWN) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  3. U

    United States Open Interest: CBOT: Financial Futures: US Treasury Notes: 10...

    • ceicdata.com
    Updated Mar 15, 2025
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    United States Open Interest: CBOT: Financial Futures: US Treasury Notes: 10 Years [Dataset]. https://www.ceicdata.com/en/united-states/cbot-futures-open-interest/open-interest-cbot-financial-futures-us-treasury-notes-10-years
    Explore at:
    Dataset updated
    Mar 15, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    May 1, 2017 - Apr 1, 2018
    Area covered
    United States
    Variables measured
    Open Interest
    Description

    United States Open Interest: CBOT: Financial Futures: US Treasury Notes: 10 Years data was reported at 3,515,551.000 Contract in Jun 2018. This records a decrease from the previous number of 3,682,279.000 Contract for May 2018. United States Open Interest: CBOT: Financial Futures: US Treasury Notes: 10 Years data is updated monthly, averaging 1,577,359.500 Contract from Jan 1996 (Median) to Jun 2018, with 270 observations. The data reached an all-time high of 3,710,227.000 Contract in Apr 2018 and a record low of 279,240.000 Contract in Sep 1996. United States Open Interest: CBOT: Financial Futures: US Treasury Notes: 10 Years data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z022: CBOT: Futures: Open Interest.

  4. Top interest rate derivatives contracts traded worldwide 2023

    • statista.com
    Updated Dec 4, 2024
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    Statista (2024). Top interest rate derivatives contracts traded worldwide 2023 [Dataset]. https://www.statista.com/statistics/1538558/top-interest-rate-derivatives-contracts-traded/
    Explore at:
    Dataset updated
    Dec 4, 2024
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    2023
    Area covered
    Worldwide
    Description

    In 2023, 3-Month SOFR (Secured Overnight Financing Rate) futures had the highest trading volume of all exchange-traded interest rate derivatives in 2023, with 809 million contracts traded on the CME. 10-year Treasury Notes futures followed, with 498 million contracts traded on the same exchange.

  5. D

    10-Year Treasury Note Wednesday Weekly Options - Week 3 tick data (WY3) -...

    • databento.com
    csv, dbn, json
    + more versions
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    Databento, 10-Year Treasury Note Wednesday Weekly Options - Week 3 tick data (WY3) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/WY3
    Explore at:
    json, dbn, csvAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse 10-Year Treasury Note Wednesday Weekly Options - Week 3 (WY3) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  6. D

    Ultra 10-Year Treasury Note Wednesday Weekly Options - Week 1 tick data...

    • databento.com
    csv, dbn, json
    Updated Dec 6, 2024
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    Databento (2024). Ultra 10-Year Treasury Note Wednesday Weekly Options - Week 1 tick data (WX1) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/WX1
    Explore at:
    dbn, json, csvAvailable download formats
    Dataset updated
    Dec 6, 2024
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Ultra 10-Year Treasury Note Wednesday Weekly Options - Week 1 (WX1) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

    Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

    Supported data encodings: DBN, CSV, JSON Learn more

    Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  7. U

    United States Turnover: CBOT: Financial Futures: US Treasury Notes: 10 Years...

    • ceicdata.com
    Updated Feb 15, 2025
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    CEICdata.com (2025). United States Turnover: CBOT: Financial Futures: US Treasury Notes: 10 Years [Dataset]. https://www.ceicdata.com/en/united-states/cbot-futures-turnover/turnover-cbot-financial-futures-us-treasury-notes-10-years
    Explore at:
    Dataset updated
    Feb 15, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    May 1, 2017 - Apr 1, 2018
    Area covered
    United States
    Variables measured
    Turnover
    Description

    United States Turnover: CBOT: Financial Futures: US Treasury Notes: 10 Years data was reported at 49,321,457.000 Contract in Nov 2018. This records an increase from the previous number of 48,098,967.000 Contract for Oct 2018. United States Turnover: CBOT: Financial Futures: US Treasury Notes: 10 Years data is updated monthly, averaging 5,539,695.000 Contract from Jan 1985 (Median) to Nov 2018, with 407 observations. The data reached an all-time high of 53,075,110.000 Contract in May 2018 and a record low of 171,818.000 Contract in Jan 1985. United States Turnover: CBOT: Financial Futures: US Treasury Notes: 10 Years data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z021: CBOT: Futures: Turnover.

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Databento, 10-Year T-Note Futures tick data (ZN) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/ZN

10-Year T-Note Futures tick data (ZN) - CME Globex MDP 3.0

Real-time and historical intraday tick data from the CME Globex MDP 3.0 dataset

Explore at:
dbn, csv, jsonAvailable download formats
Dataset authored and provided by
Databento
Time period covered
May 21, 2017 - Present
Area covered
North America
Description

Browse 10-Year T-Note Futures (ZN) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

The CME Group Market Data Platform (MDP) 3.0 disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. MDP 3.0 includes the introduction of Simple Binary Encoding (SBE) and Event Driven Messaging to the CME Group Market Data Platform. Simple Binary Encoding (SBE) is based on simple primitive encoding, and is optimized for low bandwidth, low latency, and direct data access. Since March 2017, MDP 3.0 has changed from providing aggregated depth at every price level (like CME's legacy FAST feed) to providing full granularity of every order event for every instrument's direct book. MDP 3.0 is the sole data feed for all instruments traded on CME Globex, including futures, options, spreads and combinations. Note: We classify exchange-traded spreads between futures outrights as futures, and option combinations as options.

Origin: Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Supported data encodings: DBN, CSV, JSON Learn more

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

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