Top of Book
 

Top-of-Book (BBO) Data – Contains all top bid, bid size, top ask, ask size, last trade, trade volume and time-stamp data for CME Globex traded products.

Record Layouts and Data Samples

 

Record Layout Guides  Sample Data Extracts 
Best-Bid-Best-Offer (BBO) in ASCII Format DJIA ($10) Futures for 1/10/11
DJIA ($10) Options for 1/10/11
10-Year U.S. Treasury Note Futures for 1/10/11
10-Year U.S. Treasury Note Options for 1/10/11
Coffee Futures for 1/10/11
Custom Index Futures for 1/10/11
Corn Futures for 1/10/11
Corn Options for 1/10/11
Light Sweet Crude Oil (WTI) Futures 1/10/11
Light Sweet Crude Oil (WTI) Options 1/10/11
E-mini S&P 500 (Dollar) Futures for 1/10/11
E-mini S&P 500 (Dollar) Options for 1/10/11
Ethanol Futures for 1/10/11
Ethanol Options for 1/10/11
EUR/USD Futures for 1/10/11
EUR/USD Options for 1/10/11
EUR/USD Spreads for 1/10/11
Eurodollar Futures for 1/10/11
Eurodollar Options for 1/10/11
Gold Futures for 1/10/11
Gold Options for 1/10/11
JPY/USD Futures for 1/10/11
JPY/USD Options for 1/10/11
Lean Hog Futures for 1/10/11
Lean Hog Options for 1/10/11
Nikkei 225 (DOLLAR) Futures for 1/10/11
 

Dates Available
CME (Electronic): November 1, 2004 – present
CBOT (Electronic): January 14, 2008 – present
NYMEX (Electronic): December 1, 1999 – present
COMEX (Electronic): December 1, 1999 – present

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Frequently Asked Questions.