NANOTICK CME Group Historical Market Data

Nanotick | CME Group provides the most accurate source of historic data for all group exchanges including NYMEX, COMEX, CBOT and the CME itself. 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 < 10 nanosecond PPS 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.

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

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

Nanotick Market Data Artefact Types

Exchange Data

Nanotick 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)

 

Download a Historical Market Data Sample to Backtest

Try Nanosecond Resolution High Frequency Historical Data Samples

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