CME Group and Cryptocurrency Facilities (CF) provide streamlined Market Data products for virtual currencies designed to give CME Group clients a reliable cryptocurrency pricing index source for digital assets.
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- Dissemination of cryptocurrency prices – leveraging the CME CF Real Time Index (RTI), once per second, for executing intra-day cryptocurrency transactions and risk management
- The following messages are NOT disseminated on the streamlined incremental feed:
- bid and ask prices
- high and low prices
- opening and closing prices
- Streamlined market data is disseminated on the following schedule:
- CME CF Cryptocurrency Reference Rate (RR) - shortly after 16:00 London time each day
- CME CF Cryptocurrency Real Time Index (RTI) - once every second for 24 hours
- The following tags apply for the Reference Rate (RR) only:
- tag 451 - NetChgPrevDay
- tag 6119 - NetPctChg
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The News (tag 35-MsgType=B) message is NOT sent for the CME CF Cryptocurrency Real Time Index (RTI) Index. |
Streamlined Cryptocurrency Market Data is disseminated according to the following schedule (Central Time):
Info This schedule may be interrupted during weekend maintenance.
- Sun 14:00 CT - Fri 17:30 CT
- Sat 00:00 CT - Sat 11:30 CT
- Sat 22:30 CT - Sun 11:30 CT
Real-time and historical data can also be accessed through the CME Group website and DataMine.
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In future, cryptocurrency future settlement information with decimal point price precision greater than 7 digits WILL NOT BE DISSEMINATED in ITC market data format. Customers are advised to migrate to the cryptocurrency streamlined MDP3 for pricing information for the cryptocurrency future settlement information. |
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