A

Transaction__Date

Date: YYYY-MM-DD

Date of transaction

 2025-02-26

B

Transaction_Time

Datetime: YYYY-MM-DDTHH:MM:SS:#########

Datetime of transaction to the nanosecond, in ISO 8601 format (UTC)

2025-02-26T23:10:25.833993999Z

C

Sequence_Number

Numeric

Sequence the quote or trade was entered into the system grouped by Ticker Symbol

919331

D

Ticker_Symbol

String

The globex product code

ES

E

Instrument_Symbol

String

Globex Contract / Instrument Code

ESH5

F

Security_ID

Numeric

Globex Security ID, joinable to CME Group Reference Data

752819

G

Future_Option_Index_Indicator

String: Futures (FUT) / Options (OPT) -

Indicates the type of market data

FUT or OPT

H

Delivery_Date

YYYYMM

Indicates the year and month the contract expires

202503

I

Put_Call_Indicator

String: Call (C) or Put (P)

Indicates the option type, where applicable for options

C or P

J

Strike_Price

Numeric

Indicates the option strike price, where applicable for options

5600

K

Market_Data_Report_Type

String: TRD or VOL

Indicates a trade entry (TRD), or volume record from implied orders (VOL)

TRD or VOL

L

Trade_Price_Formatted

String

Formatted trade price by applying either the globex display factor or fractional ticks.

Null for implied trades (VOL market_data_report_type records)

2’23 or 12.5

M

Trade_Price_Decimal

Numeric

Clearing trade price.

Null for implied trades (VOL market_data_report_type records)

2.359375 or 1250

N

Trade_Quantity

Numeric

Number of contracts traded.

Null for implied trades (VOL market_data_report_type records)

2

O

Vol_Quantity

Numeric

Cumulative volume traded through day for the instrument or Globex contract code

505

P

Trade_Aggressor

String: Buyer (B) or Seller (A)

If there was a trade aggressor buyer or seller

B, A, or null

Q

Close_Open_Type

String

Marked O if Daily Open Price. Will be null for orders / OBS types. Can be O for TRD records

O or Null

R

User_Defined

String: (H) for CME Group-defined, (U) for User-Defined

If instrument was CME Group vs. User-defined

H or U

S

Exchange_Code

String

XCBT=Chicago Board of Trade

XCME=Chicago Mercantile Exchange

XNYM=New York Mercantile Exchange

XCEC= COMEX (Commodities Exchange Center)

XCME

A

Trade Date

YYYYMMDD

T.Date

B

Trade Time

HHMMSS

T.Time

C

Trade Sequence Number

Numeric

Sequence

D

Session Indicator

E,R

Session Ind

E

Ticker Symbol

Alphanumeric

Symbol

F

Future/Option/Index Indicator

F,P,C,I

C/P/F

G

Contract Delivery Date

YYMM

Contract Delivery

H

Trade Quantity

Numeric

Volume

I

Strike Price

Numeric

Strike Price

J

Trade Price

Numeric

T.Price

K

Ask Bid Type

Alphanumeric

A/B

Indicates for Bids (B)/ Offers (A)

N= Nominal Price (same as previous price)

D= Cabinet Ask

L

Indicative Quote Type

Alphanumeric

IND

Indicative Market Quotes (I)

M

Market Quote

Alphanumeric

MKQ

Indicator for Market Quotes (M)

N

Close Open Type

Alphanumeric

C/O

Indicator for Open (O)/ Close (C)

O

Valid Open Exception

Alphanumeric

VOE

Indicator for Special Open (O)

2 through 5= Open Exception

Signifies the numb of reopens of the market

P

Post Close

Alphanumeric

PC

Indicator for prices traded after the market close (P)

Y= Yes, Post Close

Q

Cancel Code Type

Alphanumeric

CAN

Indicator for canceled prices 

C= Cancel Quote

X= Corrected Cancelled Quote

R

Insert Code Type

Alphanumeric

INS

Indicator for Inserted Prices (I)

I= Inserted Quote/ Trade

S

Fast Late Indicator

Alphanumeric

F/L

Indicator for Fas/ Late Market

F= Fast

B= Fast and Late at the same time

T= Time is the reason for fast/last condition

T

Cabinet Indicator

Alphanumeric

CAB

Indicator for cabinet trades

C= Cabinet Trade

Z= True Zero Price

-= Negative Cab Price

0-9= CAB 0 through CAB 9