CME Globex Futures#

CME Globex is the electronic trading platform of the CME Group, offering trading in futures and options across asset classes.

  • Country: USA United States [US]

  • Mkt Hours: 00:00-24:00

  • Time Zone: America/Chicago

  • Start Date: 20091109

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

CME_GLOBEX - Coverage#

Security Type

# of Symbols

% of Total

Future

5692

35.54%

Futures Spread

10322

64.46%

Total

16014

100%

Consists of 4 Databases



CME_GLOBEX#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • FIXING - Fixing prices

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • LULD - Limit Up / Limit Down price levels

  • MKT - Market phase / instrument status information

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • RFQ - Data related to a Request for Quote

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




CME_GLOBEX_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




CME_GLOBEX_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type




CME_GLOBEX_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_QTE - Latest Quotes for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue