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Market data available from CME Group electronic platforms includes real-time and historical as described below.

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 three market data formats:

  • ITC 2.1 (industry format) for top-of-book trading floor data
  • FIX/FAST (industry format) for CME Globex market data, from 1-10 levels deep
  • Streamlined FIX/FAST for non-actionable price data, including index prices and off-exchange trades

CME DataMine

Custoerms can purchase customized historical data with CME DataMine, the most comprehensive and authoritative historical price information available on select CME Group contracts providing:

  • Market Depth (10 Deep) Data
  • Top-of-Book (BBO) Data
  • Time & Sales Data
  • End-of-Day Data
  • Blocks Data