Nanotick | CME provides the most accurate source of historic data for all exchanges within the CME Group.

For the CBOT Designated Contract Market (DCM) Nanotick captures every packet broadcast on all channels for both futures and options and has the unique advantage of having both exchange send time and receive time at co-location with atomic clock precision.

The Nanotick data includes CME Market Data Platform (MDP 3.0) Market By Price (MBP) and Market By Order (MBO) data feeds.

The Nanotick price history includes the most liquid CBOT treasury and interest rate contracts and agricultural contracts, for both Future and Options and includes, but is not limited to, the following most active contracts:

  • 10 year treasury note futures price history ZN
  • Eurodollar futures price history GE
  • 5 year treasury note futures price history ZF
  • Corn futures price history ZC
  • Soybeans futures price history ZS
  • Chicago SRW wheat futures price history ZWT 

Nanotick Market Data Artefact Types

 

Product Complexes

Nanotick offers standard data group complexes for the following product groupings:

  • Agricultural Commodities
  • Energy Products
  • Equity Indices
  • Foreign Exchange
  • Metals
  • Treasuries and Interest Rates

These complexes contain all historic data for every future and option contract within the market segment irrespective of the source exchange.