Futures and Options Data
Unlock next-level trading, risk management and quantitative analysis.
Access essential real-time and historical market data across all asset classes, from market depth for quants to top-of-book for high-level strategies. This dataset is vital for market participants who rely on trusted, comprehensive and technologically advanced data in global financial markets.
ASSET CLASS
All
PRODUCT GROUP
Market Data
Key features
Multi-asset depth
A single, consolidated source of truth for futures and options across all seven major asset classes, from interest rates to crypto.
Granular market depth
High-fidelity data ranging from top-of-book for execution to full depth-of-book for complex quantitative modeling.
Technical versatility
Access data through the delivery method that fits your stack - from ultra-low latency direct feeds and co-lo to flexible cloud-based delivery and APIs.
40+ years of historical integrity
Unrivaled historical archives that allow for rigorous backtesting and the validation of long-term macro strategies.
Ideal for
Proprietary trading
Buy side (hedge funds/CTAs)
Corporates
Banks
Support proprietary desks and client advisory with authoritative data for risk management, liquidity planning and product development.
Intermediaries
Enhance client execution and market-making capabilities with the definitive view of global volatility and spreads.
Retail
Empower individual strategies with professional-grade historical data for backtesting and speculative hedging.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| Market Data Platform (MDP) | SBE | <1 ms |
| Google Pub/Sub | JSON | 70-100ms |
| Distributors | Varies | Varies |
| WebSocket API | JSON | ~100ms |
| CME Direct | - | - |
| Platform | Data Format | Latency |
|---|---|---|
| Google Pub/Sub | SBE | 10 mins delayed |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | Varies | Varies |
| Google Analytics Hub | Data share | End of day |
| REST API | JSON | End of day |
| Distributors | Varies | Varies |
Get connected: Steps for licensing and access
Step 1
Get licensed for use
Licensing and costs vary based on your specific use case. Please contact us, and a data expert will get back to you.
Step 2
Complete Information License Agreement (ILA)
If you do not already have one, you will need to complete an Information License Agreement (ILA) or update an existing one to include licenses for this data.
Step 3
Access data
Once licensing is complete, you can begin accessing the data via your chosen connectivity option.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
