With CME Market Data Over WebSocket API, clients can access easy-to-use real-time CME Group market data feeds. CME Market Data Over WebSocket API supports JavaScript Object Notation (JSON) format. The service provides an easy, low-cost, and highly scalable format to drive trading analysis, risk management, or distribution. Data available in this universal format includes top of book information, trade execution, and product statistics including settlement, total daily volume, and open interest. CME Market Data Over WebSocket API is a service powered by Google Cloud for market data distribution.
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Product Offerings
CME Market Data Over WebSocket API supports CME Globex sourced futures and options products from the following Designated Contract Markets (DCM):
- CME
- CBOT
- COMEX
- NYMEX
- DMEGME
Supported Market Data
The following market data types are available via Google Cloud WebSocket feed:
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A registered OAuth API ID is required to access the CME Market Data Over WebSocket API services. API IDs for CME Group Logins are created and managed in the CME Customer Center - My Profile menu. Client API IDs must also be entitled prior to accessing CME APIs.
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New clients should consult the CME Group Login registration process page for more information. |
Complete the step(s) that are applicable to your account:
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Open Interest is the total number of contracts per instrument that are not yet offset or fulfilled from the previous trading day. Open Interest is updated once per day throughout the trading week.
Settlement Price
CME Market Data Over WebSocket API sends the following types of settlement prices:
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For a settlement price overview, refer to the Settlement Prices topic. |
Settlement Price Attribute Examples
| EXAMPLE # | KEY | ATTRIBUTE | VALUE | MEANING |
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| 1 | payload.tradeStatistics | settlementFinal | 0 | Preliminary Actual Settlement at Trading Tick |
| payload.tradeStatistics | settlementActual | 1 | ||
| payload.tradeStatistics | settlementRounded | 1 | ||
| 2 | payload.tradeStatistics | settlementFinal | 0 | Preliminary Actual Settlement at Clearing Tick |
| payload.tradeStatistics | settlementActual | 1 | ||
| payload.tradeStatistics | settlementRounded | 0 | ||
| 3 | payload.tradeStatistics | settlementFinal | 1 | Final Theoretical Settlement at Trading Tick |
| payload.tradeStatistics | settlementActual | 0 | ||
| payload.tradeStatistics | settlementRounded | 1 | ||
| 4 | payload.tradeStatistics | settlementFinal | 1 | Final Actual Settlement at Trading Tick |
| payload.tradeStatistics | settlementActual | 1 | ||
| payload.tradeStatistics | settlementRounded | 1 | ||
| 5 | payload.tradeStatistics | settlementFinal | 1 | Final Actual Settlement at Clearing Tick |
| payload.tradeStatistics | settlementActual | 1 | ||
| payload.tradeStatistics | settlementRounded | 0 |
Connectivity Processing
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System Recovery Processing
In the event of a CME Websocket Market Data failure, client systems must reestablish a connection and re-subscribe via request messages.
Product and Instrument Referential Data
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