CME Group Historical Market Data

Nanotick | CME Group provides the most accurate source of historic data for all group exchanges including the primary exchanges of:

Nanotick provides post processed generated data Artefacts based on hardware network packet captures of the CME MDP 3.0 feed. The Nanotick Artefact data sets are based on source data from hardware network level packet capture of the CME MDP 3.0 multicast packet broadcasts on all futures and options channels and has the unique advantage of the data packets being time stamped at 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.

In the world of High Frequency Trading knowing the precise receive time to the nanosecond is essential to successful backtesting of any trading and execution strategy.

The exchanges within the CME Group offer recognized benchmark futures and options products for agricultural commodities, energy related products, equity indices, foreign exchange, metals, treasuries and interest rates.

The required historical data type may then be selected for a single or multiple contracts. There are no restrictions on the number of contracts selected and they may be from any combination of exchanges within the CME Group, any market data channel and a user defined blend of futures and options.

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.

Download a Historical Market Data Sample to Backtest

Try Nanosecond Resolution High Frequency Historical Data Samples

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