Market By Order (MBO) files provide all market data messages required to recreate the book.  The consumer can see every level of every order in the book, as well as trade data for all CME Globex- traded products.  MBO FIX data is available order by order, time stamped to the millisecond, and is in FIX format.

Contents

• Dates Available

• Sample Files

• Layout Guides

  • CME MDP 3.0 (Current Production Format)

• FAQ

Other Datasets

Resources

• CME Datamine Home

• CME DataMine Post-Purchase Information

• Self-Service Platform

• Support

Dates Available

MBO FIX data is available on four exchanges from January 2017 to present and all files are in FIX format.

By Exchange

*Please note that the MBO rollout was staged over the first half of 2017.  For more information on release dates, please visit the MBO FIX Availability section below.

[Top]

Security Definition Files