Market Data Packet Captures (PCAP) are the complete historical raw data feeds on all channels for both futures and options from the channels' MBO release. The Settlements and Valuations channel is a new channel available in PCAP format.
- 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
Dates Available
Packet Capture data is available on four exchanges from January 2017 to present and all files are in FIX format. For the availability of each Channel please reference the FAQs below.
By Exchange
Exchange | Open Date | Close Date |
---|---|---|
CME (Electronic) | 5/13/2017 | Present |
CBOT (Electronic) | 4/1/2017 | Present |
NYMEX (Electronic) | 1/7/2017 | Present |
COMEX (Electronic) | 1/7/2017 | Present |
Sample Files
In order to obtain a sample PCAP file you must set up an s3 account and then contact CME Group's Data Sales team @CMEDataSales@cmegroup.com. You can find instruction on how to entitle your s3 account to DataMine data here.
Layout Guides
View layout guides and message specifications for the following market data formats.
For best results, use right click + Save As to download each file.
CME MDP 3.0 (Current Production Format)
The CME Group Market Data Platform (MDP) disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. Click below to access layout guide.