21 datasets found
  1. D

    E-mini Nasdaq-100 Options tick data (NQ) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    + more versions
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    Databento, E-mini Nasdaq-100 Options tick data (NQ) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/NQ
    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 E-mini Nasdaq-100 Options (NQ) 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

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

    • databento.com
    csv, dbn, json
    + more versions
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    E-mini S&P 500 Futures tick data (ES) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/ES
    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 E-mini S&P 500 Futures (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

  3. T

    Gold - Price Data

    • tradingeconomics.com
    • it.tradingeconomics.com
    • +18more
    csv, excel, json, xml
    Updated Mar 26, 2025
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    TRADING ECONOMICS (2025). Gold - Price Data [Dataset]. https://tradingeconomics.com/commodity/gold
    Explore at:
    excel, csv, json, xmlAvailable download formats
    Dataset updated
    Mar 26, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

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

    Time period covered
    Jan 3, 1968 - Mar 26, 2025
    Area covered
    World
    Description

    Gold increased 393.93 USD/t oz. or 15.01% since the beginning of 2025, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Gold - values, historical data, forecasts and news - updated on March of 2025.

  4. 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

  5. m

    FTSE/ATHEX Large Cap index intraday price (spot and future)

    • data.mendeley.com
    • narcis.nl
    Updated Jul 24, 2019
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    Athanasios P. Fassas (2019). FTSE/ATHEX Large Cap index intraday price (spot and future) [Dataset]. http://doi.org/10.17632/pcvgf6sh9z.1
    Explore at:
    Dataset updated
    Jul 24, 2019
    Authors
    Athanasios P. Fassas
    License

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

    Description

    The dataset for "Fassas, A. P., & Siriopoulos, C. (2019). Intraday price discovery and volatility spillovers in an emerging market. International Review of Economics & Finance, 59, 333-346".

    It includes the cash and futures prices at thirty-minute intervals from 02 January 2013 to 31 December 2014 for the FTSE/ATHEX Large Cap index and the corresponding futures contract.

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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

  11. 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

  12. D

    Bitcoin Futures tick data (BTC) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    + more versions
    Share
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    Databento, Bitcoin Futures tick data (BTC) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/futures/BTC
    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 Bitcoin Futures (BTC) 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

    PJM West Hub 50 MW Same Day Option D08 tick data (Z08) - CME Globex MDP 3.0

    • databento.com
    csv, dbn, json
    + more versions
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    Databento, PJM West Hub 50 MW Same Day Option D08 tick data (Z08) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/Z08
    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 PJM West Hub 50 MW Same Day Option D08 (Z08) 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

    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

  15. 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

  16. 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

  17. 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

  18. D

    iShares Bitcoin Trust tick data (IBIT) - Nasdaq TotalView-ITCH

    • databento.com
    csv, dbn, json
    Updated May 1, 2018
    + more versions
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    Databento (2018). iShares Bitcoin Trust tick data (IBIT) - Nasdaq TotalView-ITCH [Dataset]. https://databento.com/catalog/us-equities/XNAS.ITCH/etf/IBIT
    Explore at:
    dbn, csv, jsonAvailable download formats
    Dataset updated
    May 1, 2018
    Dataset authored and provided by
    Databento
    Time period covered
    May 1, 2018 - Present
    Area covered
    North America
    Description

    Browse iShares Bitcoin Trust (IBIT) market data. Get instant pricing estimates and make batch downloads of binary, CSV, and JSON flat files.

    Nasdaq TotalView-ITCH is the proprietary data feed that provides full order book depth for Nasdaq market participants. This proprietary feed provides additional information about activity on the Nasdaq market that is not present on data sourced from the SIPs. Nasdaq TotalView-ITCH provides information about every order on the book, allowing you to model quote lifetimes, queue dynamics and depth at every price level - all of which are not possible with the SIPs. Moreover, Nasdaq TotalView-ITCH data generally disseminates faster in real-time, and provides more accurate and precise exchange-side timestamping. TotalView-ITCH also disseminates the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross. Databento captures and normalizes the Nasdaq TotalView-ITCH feed losslessly, and combines it with other US equities proprietary feeds to consolidate a faster, more granular, synthetic NBBO than the SIPs. This dataset and feed is not adjusted for corporate actions and delistings, allowing the user to perform simulation and backtests without look-ahead bias. In addition, we also aggregate top of book (TBBO) and bar aggregate (OHLCV) data from the original data.

    Origin: Directly captured at Equinix NY4 (Secaucus, NJ) 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, Imbalance Learn more

    Resolution: Immediate publication, nanosecond-resolution timestamps

  19. D

    Coal (API 2) cif ARA (Argus/McCloskey) Future-Style Margined Option on...

    • databento.com
    csv, dbn, json
    Updated Dec 6, 2024
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    Databento (2024). Coal (API 2) cif ARA (Argus/McCloskey) Future-Style Margined Option on Quarterly Futures Strips tick data (F2Q) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/F2Q
    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 Coal (API 2) cif ARA (Argus/McCloskey) Future-Style Margined Option on Quarterly Futures Strips (F2Q) 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

    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

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Databento, E-mini Nasdaq-100 Options tick data (NQ) - CME Globex MDP 3.0 [Dataset]. https://databento.com/catalog/cme/GLBX.MDP3/options/NQ

E-mini Nasdaq-100 Options tick data (NQ) - CME Globex MDP 3.0

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

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 E-mini Nasdaq-100 Options (NQ) 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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