Access CME futures and options data for interest rate markets, including U.S. Treasuries, SOFR, Federal Funds, ESTR, and more with Databento's APIs or web portal.

Our continuous contract symbology is a notation that maps to an actual, tradable instrument on any given date. The prices returned are real, unadjusted prices. We do not create a synthetic time series by adjusting the prices to remove jumps during rollovers.

United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 2,051,535.000 Contract in Nov 2018. This records an increase from the previous number of 1,991,747.000 Contract for Oct 2018. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 450,206.000 Contract from Jan 1996 (Median) to Nov 2018, with 275 observations. The data reached an all-time high of 2,484,498.000 Contract in Apr 2018 and a record low of 15,172.000 Contract in Nov 1996. United States Open Interest: CBOT: Financial Futures: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z022: CBOT: Futures: Open Interest.

Browse 30 Day Federal Funds Futures (ZQ) 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

Turnover: CBOT: Financial Futures: 30 Day Fed Funds data was reported at 6,409,267.000 Contract in Oct 2018. This records an increase from the previous number of 4,107,006.000 Contract for Sep 2018. Turnover: CBOT: Financial Futures: 30 Day Fed Funds data is updated monthly, averaging 450,446.000 Contract from Oct 1988 (Median) to Oct 2018, with 361 observations. The data reached an all-time high of 7,305,556.000 Contract in May 2018 and a record low of 3,367.000 Contract in Jun 1990. Turnover: CBOT: Financial Futures: 30 Day Fed Funds 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.

Access CME Group data sourced directly from raw feeds at colocation sites. Try out our market data APIs for Python, C++, and other applications for free.

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.

Breadth of coverage: 2,138 products

Asset class(es): Futures, 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

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.

United States Open Interest: CBOT: Financial Options: 30 Day Fed Funds data was reported at 1,600.000 Contract in Oct 2018. This stayed constant from the previous number of 1,600.000 Contract for Sep 2018. United States Open Interest: CBOT: Financial Options: 30 Day Fed Funds data is updated monthly, averaging 410,549.500 Contract from Mar 2003 (Median) to Oct 2018, with 188 observations. The data reached an all-time high of 1,957,490.000 Contract in Apr 2006 and a record low of 565.000 Contract in Dec 2017. United States Open Interest: CBOT: Financial Options: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z024: CBOT: Options: Open Interest.

United States Turnover: CBOT: Financial Options: 30 Day Fed Funds data was reported at 0.000 Contract in Oct 2018. This records a decrease from the previous number of 200.000 Contract for Sep 2018. United States Turnover: CBOT: Financial Options: 30 Day Fed Funds data is updated monthly, averaging 148,619.500 Contract from Mar 2003 (Median) to Oct 2018, with 188 observations. The data reached an all-time high of 1,639,800.000 Contract in Oct 2007 and a record low of 0.000 Contract in Oct 2018. United States Turnover: CBOT: Financial Options: 30 Day Fed Funds data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z023: CBOT: Options: Turnover.

Graph and download economic data for Secured Overnight Financing Rate (SOFR) from 2018-04-03 to 2025-06-27 about financing, overnight, securities, rate, and USA.

Browse NYISO Zone F Off-Peak Calendar-Day 5 MW Day-Ahead LBMP Futures (NFO) 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

Browse Chicago SRW Wheat Futures (ZW) 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

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

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

开放利益：CBOT：金融期货：30天联邦基金在11-01-2018达2,051,535.000合约，相较于10-01-2018的1,991,747.000合约有所增长。开放利益：CBOT：金融期货：30天联邦基金数据按月更新，01-01-1996至11-01-2018期间平均值为450,206.000合约，共275份观测结果。该数据的历史最高值出现于04-01-2018，达2,484,498.000合约，而历史最低值则出现于11-01-1996，为15,172.000合约。CEIC提供的开放利益：CBOT：金融期货：30天联邦基金数据处于定期更新的状态，数据来源于CME Group，数据归类于全球数据库的美国 – 表 US.Z022：CBOT：期货：开放利益。

Feeder Cattle fell to 306.69 USd/Lbs on June 30, 2025, down 0.41% from the previous day. Over the past month, Feeder Cattle's price has risen 1.68%, and is up 19.27% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Feeder Cattle - values, historical data, forecasts and news - updated on June of 2025.

Browse British Pound Futures (6B) 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

成交量：日平均：CBOT：金融期货：30天联邦基金在06-01-2018达277,114.000合约，相较于05-01-2018的332,070.730合约有所下降。成交量：日平均：CBOT：金融期货：30天联邦基金数据按月更新，01-01-2001至06-01-2018期间平均值为43,337.500合约，共210份观测结果。该数据的历史最高值出现于02-01-2018，达371,278.740合约，而历史最低值则出现于04-01-2013，为11,857.230合约。CEIC提供的成交量：日平均：CBOT：金融期货：30天联邦基金数据处于定期更新的状态，数据来源于CME Group，数据归类于Global Database的美国 – 表 US.Z021：CBOT：期货：成交量。

Browse NYISO Zone G Day-Ahead Off-Peak Calendar-Month 5 MW Futures (D2L) 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

Browse Corn Futures (ZC) 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

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