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

  •  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.

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)
  • 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)