28 datasets found
  1. CBOT Historical and Real-time Data

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    CME Group, CBOT Historical and Real-time Data [Dataset]. https://databento.com/datasets/GLBX.MDP3
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    Dataset provided by
    CME Grouphttp://www.cme.com/
    Chicago Mercantile Exchangehttp://www.cmegroup.com/
    Description

    CBOT operates as part of the CME Group, offering a wide range of futures and options contracts across various asset classes. CBOT specializes in trading futures and options contracts for agricultural commodities, such as corn, soybeans, wheat, and oats, as well as financial instruments, including interest rates and stock indexes.

  2. NYMEX Historical and Real-time Data

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    NYMEX Historical and Real-time Data [Dataset]. https://databento.com/datasets/GLBX.MDP3
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    Dataset provided by
    CME Grouphttp://www.cme.com/
    Chicago Mercantile Exchangehttp://www.cmegroup.com/
    Description

    NYMEX is a commodity futures exchange operating as part of the CME Group and primarily trades energy and metal contracts. NYMEX is known for trading futures contracts for crude oil, natural gas, heating oil, gasoline, and other energy products, as well as contracts for metals such as gold, silver, copper, and aluminum.

  3. COMEX Historical and Real-time Data

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    CME Group, COMEX Historical and Real-time Data [Dataset]. https://databento.com/datasets/GLBX.MDP3
    Explore at:
    Dataset provided by
    CME Grouphttp://www.cme.com/
    Chicago Mercantile Exchangehttp://www.cmegroup.com/
    Description

    COMEX is a division of the CME Group. It is one of the primary futures and options trading platforms for metals, including gold, silver, copper, and aluminum.

  4. CME Globex MDP 3.0

    • databento.com
    Updated Oct 28, 2024
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    Chicago Mercantile Exchange (CME) (2024). CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/6J
    Explore at:
    Dataset updated
    Oct 28, 2024
    Dataset provided by
    CME Grouphttp://www.cme.com/
    Chicago Mercantile Exchangehttp://www.cmegroup.com/
    Description

    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.

  5. D

    Pork Cutout Options tick data (PRK) - CME Globex MDP 3.0

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

    Browse Pork Cutout Options (PRK) 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

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

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    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

  7. D

    Nine-Month Mid-Curve Options on Three-Month SOFR Futures tick data (TS4) -...

    • databento.com
    csv, dbn, json
    Updated Dec 6, 2024
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    Databento (2024). Nine-Month Mid-Curve Options on Three-Month SOFR Futures tick data (TS4) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/TS4
    Explore at:
    json, csv, dbnAvailable 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 Nine-Month Mid-Curve Options on Three-Month SOFR Futures (TS4) 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

  8. D

    10-Year T-Note Weekly Options - Week 3 tick data (ZN3) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Dec 6, 2024
    + more versions
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    Databento (2024). 10-Year T-Note Weekly Options - Week 3 tick data (ZN3) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/ZN3
    Explore at:
    dbn, csv, jsonAvailable 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 10-Year T-Note Weekly Options - Week 3 (ZN3) 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

  9. D

    Three-Month SOFR Futures tick data (SR3) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
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    Databento (2010). Three-Month SOFR Futures tick data (SR3) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/SR3
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Three-Month SOFR Futures (SR3) 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

  10. D

    Micro CAD/USD Futures tick data (MCD) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Jun 6, 2010
    + more versions
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    Micro CAD/USD Futures tick data (MCD) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/MCD
    Explore at:
    csv, json, dbnAvailable download formats
    Dataset updated
    Jun 6, 2010
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Micro CAD/USD Futures (MCD) 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

  11. D

    Micro Copper Futures tick data (MHG) - CME Globex MDP 3.0

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

    Browse Micro Copper Futures (MHG) 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

  12. D

    Micro GBP/USD Futures tick data (M6B) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    + more versions
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    Databento, Micro GBP/USD Futures tick data (M6B) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/M6B
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Micro GBP/USD Futures (M6B) 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

  13. D

    Corn Options tick data (OZC) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
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    Databento, Corn Options tick data (OZC) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/OZC
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Corn Options (OZC) 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

  14. D

    Eurodollar Option 1 Yr MC Week 2 tick data (E02) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
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    Databento, Eurodollar Option 1 Yr MC Week 2 tick data (E02) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/E02
    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 Eurodollar Option 1 Yr MC Week 2 (E02) 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

  15. D

    E-mini S&P 500 Options tick data (ES) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Dec 1, 2024
    + more versions
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    Databento (2024). E-mini S&P 500 Options tick data (ES) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/ES
    Explore at:
    csv, json, dbnAvailable download formats
    Dataset updated
    Dec 1, 2024
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse E-mini S&P 500 Options (ES) 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

  16. 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

  17. D

    NZD/USD Weekly Friday Options - Week 1 tick data (1Z) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Dec 6, 2024
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    NZD/USD Weekly Friday Options - Week 1 tick data (1Z) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/1Z
    Explore at:
    dbn, csv, jsonAvailable 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 NZD/USD Weekly Friday Options - Week 1 (1Z) 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

  18. D

    Micro WTI Crude Oil Option tick data (MCO) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Dec 1, 2024
    + more versions
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    Databento (2024). Micro WTI Crude Oil Option tick data (MCO) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/MCO
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset updated
    Dec 1, 2024
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse Micro WTI Crude Oil Option (MCO) 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

  19. D

    WTI Average Price Option tick data (AAO) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Share
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    Databento, WTI Average Price Option tick data (AAO) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/AAO
    Explore at:
    json, csv, dbnAvailable download formats
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse WTI Average Price Option (AAO) 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

  20. D

    PJM West Hub 50 MW Same Day Option D29 tick data (Z29) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    Updated Mar 28, 2024
    + more versions
    Share
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    Databento (2024). PJM West Hub 50 MW Same Day Option D29 tick data (Z29) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/Z29
    Explore at:
    csv, dbn, jsonAvailable download formats
    Dataset updated
    Mar 28, 2024
    Dataset authored and provided by
    Databento
    Time period covered
    May 21, 2017 - Present
    Area covered
    North America
    Description

    Browse PJM West Hub 50 MW Same Day Option D29 (Z29) 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

Share
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Close
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CME Group, CBOT Historical and Real-time Data [Dataset]. https://databento.com/datasets/GLBX.MDP3
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CBOT Historical and Real-time Data

Chicago Board of Trade market data

Explore at:
Dataset provided by
CME Grouphttp://www.cme.com/
Chicago Mercantile Exchangehttp://www.cmegroup.com/
Description

CBOT operates as part of the CME Group, offering a wide range of futures and options contracts across various asset classes. CBOT specializes in trading futures and options contracts for agricultural commodities, such as corn, soybeans, wheat, and oats, as well as financial instruments, including interest rates and stock indexes.

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