EBS is our award winning Foreign Exchange electronic trading platform that has long been considered the primary source of reliable transactional Foreign Exchange market data, providing a true view of the spot FX and NDF markets - not merely an indication of it. The EBS FX historical data consists of value-add tick data including quote and dealt volumes.
The pages below describe the types of EBS data available from CME DataMine:
- Block Trades
- End of Day
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- BrokerTec European Repo Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- Term SOFR
- CME Group Volatility Indexes - CVOL
- CME Group Petroleum Index
- RepoFunds Rate (RFR) USD
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves