Market data available from CME Group electronic platforms includes real-time and historical 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 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
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