# 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 tick types: * 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 tick types: * 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. |