CME Event Contracts / Prediction Markets Schemas#

ME Group offers federally regulated prediction markets via event contracts priced from $0.01 to $0.99, paying out $1 if correct.



CME_PRED#

Database includes the following Tables:

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

  • QTE - Best bid / offer quotes

  • TRD - Trades


CME_PRED - IND#

Indicative pricing, e.g. indicative auction prices and imbalance

CME_PRED - IND Table Schema#

Field

Data Type

Description

SYMBOL_NAME

string

Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)

TIMESTAMP

nsectime

Event Timestamp (typically at a nano-second resolution)

PRICE

double

TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross

SIZE

int

TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross

OMDSEQ

uint

Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

CME_PRED - QTE#

Best bid / offer quotes

CME_PRED - QTE Table Schema#

Field

Data Type

Description

SYMBOL_NAME

string

Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)

TIMESTAMP

nsectime

Event Timestamp (typically at a nano-second resolution)

BID_PRICE

double

Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)

BID_SIZE

int

Best bid size

BID_NUM_ORDERS

short

Number of orders at the best bid price

BID_SIZE_IMPLIED

int

Volume of implied orders included in the best bid size (best bid size = implied bid size + outright bid size)

ASK_PRICE

double

Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)

ASK_SIZE

int

Best ask size

ASK_NUM_ORDERS

short

Number of orders at the best ask price

ASK_SIZE_IMPLIED

int

Volume of implied orders included in the best ask size (best ask size = implied ask size + outright ask size)

OMDSEQ

uint

Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

CME_PRED - TRD#

Trades

CME_PRED - TRD Table Schema#

Field

Data Type

Description

SYMBOL_NAME

string

Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)

TIMESTAMP

nsectime

Event Timestamp (typically at a nano-second resolution)

EXCH_TIME

nsectime

Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp

PRICE

double

TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross

SIZE

int

TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross

AGGRESSOR_SIDE

string[1]

Indicates whether a trade resulted from an incoming buy or sell order.

TRADE_TYPE

string[4]

Type of trade

TRADE_PERIOD

string[1]

Market period during which a trade was executed.

BOOK_TYPE

string[1]

Type of order book or trading mechanism through which a trade was executed.

TRADE_ID

string[16]

Trade identifier, generally the ID assigned by the matching engine

BUY_ORDER_ID

string[20]

ID of the buy order involved in a trade

SELL_ORDER_ID

string[20]

ID of the sell order involved in a trade

DELETED_TIME

msectime

Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).

TICK_STATUS

int

Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).

OMDSEQ

uint

Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.


CME_PRED_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_PRED_DAILY - DAY#

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

CME_PRED_DAILY - DAY Table Schema#

Field

Data Type

Description

SYMBOL_NAME

string

Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)

TIMESTAMP

nsectime

Event Timestamp (typically at a nano-second resolution)

UPDATE_TYPE

string[16]

Type of update

OPEN

double

Open price for the current trading day

HIGH

double

DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval

LOW

double

DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval

CLOSE

double

Closing price

VOLUME

long

DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval

ELEC_VOLUME

long

Total volume traded electronically

BLOCK_VOLUME

long

Total volume of block trades executed on the current day

SETTLE_PRICE

double

Settlement price

SETTLE_DATE

string[8]

Trading date to which the settlement price relates (YYYYMMDD)

OPEN_INT

double

Open interest for futures / options

OPEN_INT_DATE

string[8]

Trading date to which the open interest relates (YYYYMMDD)

OMDSEQ

uint

Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

CME_PRED_DAILY - STAT#

Static data, e.g. ISIN, description, security type

CME_PRED_DAILY - STAT Table Schema#

Field

Data Type

Description

SYMBOL_NAME

string

Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)

TIMESTAMP

nsectime

Event Timestamp (typically at a nano-second resolution)

NAME

string[250]

Description of the instrument

EXCH_SYMBOL

string[30]

Ticker symbol specified by the exchange

UNDERLYING_SYMBOL

string[40]

Symbol of the underlying instrument

UNDERLYING_EXCH_SYMBOL

string[30]

Ticker symbol of the underlying instrument, as specified by the exchange

TRADING_CODE

string[20]

ID used to identify the instrument in the trading system

PRODUCT_CODE

string[20]

Root code of a futures / options product, as specified by the exchange (e.g. CL for Crude Oil futures on NYMEX). For inter-product spreads, PRODUCT_CODE will include both products, e.g. AB-CD for a spread between products AB and CD.

TRADING_GROUP

string[8]

Trading group to which the instrument belongs. Instruments in the same trading group will have the same trading schedule, order matching algorithm, etc.

MIC

string[4]

Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded

OPERATING_MIC

string[4]

Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded

SEC_TYPE

string[30]

Security type, e.g. Equity, ETF, Future

UNDERLYING_SEC_TYPE

string[20]

Underlying asset class

STRATEGY_TYPE

string[40]

Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly

EXCH_SEC_TYPE

string[30]

Instrument type as specified by the exchange

EXCH_STRATEGY_TYPE

string[30]

Type of strategy / spread, as specified by the exchange

CFI_CODE

string[6]

Classification of Financial Instruments code (ISO 10962), indicating the type of security

CURRENCY

string[3]

Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).

EXPIRATION_DATE

string[8]

Date when a derivative expires (YYYYMMDD)

LAST_TRADING_TIME

nsectime

Time when the instrument finishes trading on the final trading day

CONTRACT_SIZE

double

Indicates a derivative’s underlying quantity

CONTRACT_UNITS

string[25]

Units in which CONTRACT_SIZE is expressed

STRIKE_PRICE

double

Exercise price for options / warrants

CALL_PUT_IND

string[1]

C - Call option, P - Put option

EXERCISE_TYPE

string[1]

Option exercise type (A - American, E - European, B - Bermudan, S - Asian)

TICK_SIZE_TYPE

string[8]

Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable.

TICK_SIZE

string[80]

Tick size / minimum price increment. All order prices must be a multiple of the tick size.

TICK_VALUE

double

Tick value, i.e. the profit / loss per contract resulting from a price movement equal to TICK_SIZE.

FRACTIONAL_PRICE_FORMAT

string[10]

Indicates the denominator of the fractional portion of the price, for instruments whose price is conventionally displayed in fractional format. If the display price has a fraction and a subfraction, both are provided, separated by -.

STRATEGY_LEG_COUNT

int

Number of legs in a strategy (spread)

STRATEGY_LEGS

string[600]

Comma-separated list of symbols for the legs of a futures / options spread

STRATEGY_RATIO

string[100]

Comma-separated list of ratios for the legs of a futures / options spread. Ratios are listed in the same order as the symbols in STRATEGY_LEGS.

HEDGE_LEG_COUNT

int

Number of legs in the hedge portion of a spread (e.g. for option spreads hedged against underlying futures)

HEDGE_LEGS

string[70]

Comma-separated list of symbols for the hedge portion of a spread

HEDGE_RATIO

string[40]

Comma-separated list of ratios for the hedge portion of a futures / options spread. Ratios are listed in the same order as the symbols in HEDGE_LEGS.

HEDGE_PRICE

string[70]

Comma-separated list of prices for the hedge portion of a futures / options spread. Prices are listed in the same order as the symbols in HEDGE_LEGS.

MIN_TRADE_SIZE

int

Minimum tradable size

MAX_TRADE_SIZE

int

Maximum tradable size

ORDER_EXEC_ALGO

string[30]

Algorithm used by the matching engine to prioritise and match orders

IMPLIED_PRICING

string[1]

Indicates whether a derivative instrument supports implied pricing (Y - Yes, N - No)

EXCH_PRICE_MULTIPLIER

double

Multiplier used to convert from the exchange’s internal price value used in the matching engine to the monetary price seen in market data

EXCH_STRIKE_MULTIPLIER

double

Multiplier used to convert from the exchange’s internal strike price to the monetary strike price seen in market data

EXPIRY_CODE

string[12]

Code identifying a specific futures / options expiry within the exchange system

EXPIRY_WEEK

string[2]

Identifies the week of the month in which weekly futures / options expire

OMDSEQ

uint

Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.