Liquidity Data Bank (LDB) - CME Group now offers traders a powerful tool for analyzing volume. This in-depth data source reveals a more precise image of market activity. LDB is an application that summarizes and reports trade data by the Customer Trade Indicator (CTI) code* and is used by trading companies to analyze trading patterns. The CTI specifies whether a trade has been executed by a Member trading for their own account, a Clearing Firm trading for its proprietary account, a Member trading for another member, or all others. This data, currently for CBOT products only, is produced every 30 minutes during regular trading hours and every 15 minutes during Electronic Trading Hours.

With LDB, you can:

• Understand which traders are driving the volume and at what prices
• Find out what type of customers (CTI 1, 2, 3, and 4) are buying or selling over different time frames
• Discover who is providing liquidity and what prices are trading the highest volume
• Access intraday updates
• And much more

Record Layouts and Data Samples

Pricing for Liquidity Data Bank (LDB) is available upon request, please click here.

*CTI code definitions:
CTI 1 - Individual Member Proprietary Trading (Locals) Transaction initiated and executed by an individual member for his own account, for an account he controls, or for an account in which he has ownership or financial interest.
CTI 2 - Clearing or Non-Clearing Member Firm Proprietary Trading Transactions executed for the proprietary account.
CTI 3 - Individual Member for Another Individual Member Transactions where an individual member or authorized trader executes for the personal account of another individual member, for an account the other individual member controls or for an account in which the other individual member has ownership or financial interest.
CTI 4 - Non-Member Customer Transactions: Any transaction not meeting the definition of CTI 1, 2 or 3. (These should be non-member customer transactions).