# 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

* `Table Schemas for CME_SAMPLE`
* `Field Enumerations for CME_SAMPLE`
* `Trading Hours for CME_SAMPLE`
* `Recent Holidays for CME_SAMPLE`



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`  - Tick Data
* `CME_SAMPLE_BARS`  - 1 Minute Bars
* `CME_SAMPLE_DAILY`  - End of Day Metrics




## CME_SAMPLE

Database includes the following tick types:

* 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 tick types:

* 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 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