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

  • Chicago Mercantile Exchange (CME)
  • Chicago Board of Trade (CBOT)
  • New York Mercantile Exchange (NYMEX)
  • COMEX (COMEX)
  • CME Europe (CMED)
And the CME Partner Exchanges that are included on the CME MDP feed:
  • Bursa Malaysia Derivatives (BMD)
  • Korea Exchange Inc (KRX)
  • Minneapolis Grain Exchange, Inc. (MGEX)
  • Mercado Mexicano de Derivados, S.A. de C.V. (MexDer)

Nanotick captures every CME MDP 3.0 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.

In the world of High Frequency Trading knowing the receive time to the nanosecond is nowadays essential to successful back testing 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 historic 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.