FX Tape+ is a market data product from CME Group designed to bring unprecedented transparency to the global Foreign Exchange (FX) market. It aggregates real-time, actionable price data from four CME Group Central Limit Order Books (CLOBs), including FX futures and spot venues, to provide a consolidated, unbiased view of market liquidity. This service helps institutional participants improve execution quality, strengthen risk management, and benchmark their trading strategies using the definitive "gold standard" of FX data.

FX Tape+ sources data from the following CLOBs:

FX Futures: Our highly liquid, centrally cleared futures market.
EBS Market: The primary interdealer CLOB for Spot FX.
FX Link: The unique basis spread market that connects OTC spot and futures liquidity.
FX Spot+: Our new venue that makes futures liquidity accessible to OTC traders, by converting FX Futures & FX Link liquidity into spot format.

Contents

1 Dates Available
2 FAQ

Other Datasets

Resources

Dates Available

Historically each dataset goes back to March 30, 2026.

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FAQ

What could the data be used for?

This service is designed to help market professionals confidently analyze the total cost and execution of their trades. FX Tape+ data offers several benefits, including: strengthening risk and compliance efforts; improving execution quality; supplying reliable data for accurate portfolio valuation; and enhancing internal analytics, risk management, and benchmarking processes.

If applicable, how is this data calculated?

The data is composed of raw and derived data, sourced from the four CLOBs within CME.

What is the file format of this data?

Files are in .CSV format.

What is the frequency of data?

The data in the files is sourced from our real time data product, reflective of approximately 250 millisecond frequency.

How far back historically does each dataset go?

This dataset is available starting March 30, 2026.

How many files are available per day?

There are six files available each day. Below are the details of the six files:

fxtape_security_defintions_YYYYMMDD.csv.gz
fxtape_statistics_YYYYMMDD.csv.gz
fxtape_trades_YYYYMMDD.csv.gz
fxtape_orders_YYYYMMDD.csv.gz
fxtape_market_status_YYYYMMDD.csv.gz
fxtape_calculations_YYYYMMDD.csv.gz

What currencies are available for FX Tape+?

● EUR/USD

● USD/CHF

● GBP/USD

● AUD/USD

● NZD/USD

● USD/JPY

● USD/CAD

● USD/MXN

● USD/ZAR - not available for EBS CLOB

● USD/CNH - not available for Spot+

Are sample files available?

Yes, sample files will be made available.

What is the average daily file size?

Sec def - 240 to 300 bytes
Market status - 650 to 800 bytes
Stats - 1.3 to 2 kb
Trades - 1.5 to 2.5 mb
Calc - 3.5 to 4.5 mb
Orders - 20 to 25 mb

Are the files compressed? ?

Yes, files are compressed in gzip.

What is the delivery frequency of the data?

Daily (Monday to Friday)

What time (Daily, Monthly + Time of Day + Day of week) will the files be delivered each day?

Files are delivered daily from Monday to Friday at approximately 4:30 PM CT to DataMine. Security Definitions file are published every Sunday and will only be published upon a change during the week.

Statistics files are published after 5:00 pm CT.

Who is the best contact for technical, support and data transfer processes?

Please contact CMEDataSales@cmegroup.com

Who should I contact for Marketing/customer facing processes?

Please contact CME Data Sales at GCC@cmegroup.com.

Are there any special considerations pertaining to this product?

Please note that any residual orders and trades after a trade date roll will appear in the next day files.

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FX Tape Plus

Dates Available

FAQ