Market data is used to transmit market events such as bids, offers, and trades as well as instrument information and market statistics.
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Market data available from CME Group electronic platforms includes real-time and historical data as described below.
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 SBE Market Data for non-actionable price data, including index prices and off-exchange trades
Customers can purchase customized historical data with CME DataMine, the most comprehensive and authoritative historical price information available on select CME Group contracts providing: