nanoBooks = Tick Data | Full Order Book Raw and Replay
High resolution historical tick data for use by genetic algorithms, deep learning neural networks
or machine learning models where price, volume, precision time and full order book price level
data is required.
- Nanotick | CME | Raw
- Nanotick | CME | Replay
nanoBars = Price Data | Full Price History
Comprehensive historical price data, or to be more precise, summary and derived information about order book states, book pressure, trade flow and VWAP. The nanoBars are snapshots taken at precise time intervals and are essential when backtesting any systematic investment model.
- Nanotick | CME | nanoBar Packs with widths/durations from 60 to 1 minute, and custom defined widths for sub 1 minute
- Nanotick | CME | Trades
- Nanotick | CME | BBO and BBO Consolidated