Market Depth on Google Analytics Hub

Get streamlined, reliable access to futures and options data using a cost-efficient, consolidated cloud workflow.

Efficiently query and share data between teams in real time, reliably, and cost efficiently through Google Analytics Hub, a data exchange that uses cloud-based access and BigQuery data warehouse functionality to support business intelligence activities. Take advantage of market depth data, with complete history going back to 2014.

Key features and benefits

Find specific data quickly

Get direct access to almost 10 years of CME Group historical market depth data in nanoseconds, without the burden of downloading, warehousing, transferring, or pre-processing data.

Run BigQuery analytics

Apply built-in machine learning and advanced logic to analyze large, complex datasets interactively, back test strategies, or run SQL database queries and receive returns in seconds.

Save costs, share data efficiently

Centrally manage access to our largest, most diverse futures dataset, which includes the order book history, statistics, and quotes across all of our major asset classes.

Datasets available on Google Analytics Hub

Historical Market Depth

Access data from 2014 to present for CME Group futures and options products 10 levels deep for futures, five levels deep for options.

  • Full order book, top of book
  • Volume traded
  • Settlements
  • Time and sales

Real-time and delayed data via the cloud

Get access to real-time and delayed market data via the Google Cloud Platform using an hourly fee model.

Contact a Data expert

To get onboarded to Google Analytics Hub, connect with a member of our team. They can also help you get the appropriate data license(s) needed for access.

Thank you. Someone will be in contact with you shortly.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2023 CME Group Inc. All rights reserved.