Nanotick | CME Group provides the most accurate source of comprehensive historical tick and trading data for all group exchanges. This includes all NYMEX data.
For the NYMEX 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 security definitions for NYMEX static data are also captured and stored.
The Nanotick data includes CME Market Data Platform (MDP 3.0) Market By Order (MBO) from the first live date and Market By Price (MBP) data feeds prior to that.
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.
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 offers standard data group complexes for the following product groupings:
These complexes contain all historic data for every future and option contract within the market segment irrespective of the source exchange.