CME Group (PCAP) Sample#

A subset of symbols from the CME Group exchanges ( CBOT COMEX NYMEX CME Globex ), covering the Futures for products: CL (Crude Oil), ES (E-Mini S&P 500), GC (Gold), NG (Henry Hub Natural Gas), NQ (E-Mini Nasdaq 100), ZC (Corn). Between January 2,2024 and March 31, 2024.

  • Country: USA United States [US]

  • Mkt Hours: 00:00-24:00

  • Time Zone: America/Chicago

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

CME_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

Future

346

100.0%

Total

346

100%

Consists of 3 Databases



CME_SAMPLE#

Database includes the following Tables:

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

  • FIXING - Fixing prices

  • 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_SAMPLE_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

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




CME_SAMPLE_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