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Market data is used to transmit market events such as bids, offers, and trades as well as instrument information and market statistics.
Market data available from CME Group electronic platforms includes real-time and historical data as described below.
CME Market Data Platform
Market data Platform (MDP) allows access to CME futures and options market data directly.
- Offers a dual-feed, User Datagram Protocol multicast architecture
- Allows highly efficient message delivery
- Is designed for scalability and flexible customer redistribution of market data messages
- Is a dissemination platform able to process increasing rates of market data messages
MDP supports the following market data formats:
- ITC 2.1 (industry format) for top-of-book trading floor data
- MDP 3.0 - Simple Binary Encoded (SBE) FIX messages for CME Globex market data
- Streamlined FIX/FAST for non-actionable price data, including index prices and off-exchange trades
CME DataMine
Customers can purchase customized historical data with CME DataMine, the most comprehensive and authoritative historical price information available on select CME Group contracts providing:
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