Reference Data Warehouse on Google Cloud
- Space Sync for Confluence
The CME Group Reference Data Warehouse (RDW) is a set of Google Cloud BigQuery datasets discoverable via the Analytics Hub. RDW provides access to historical product and instrument referential data for CME Group futures and options, BrokerTec, EBS, Hosted Partners and CME Group-cleared markets. Client systems can utilize RDW to streamline and automate their historical analyses and access product and instrument referential information directly from CME Group data in Google Cloud.
Data from all tables and datasets can easily be queried via Joins and other BigQuery functions.
This T+1 service gives customers the ability to access CME Group reference product data from August 2022 to the present day.
The following datasets are available:
Futures and Options | BrokerTec | EBS |
|---|---|---|
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Products contain all available products - BrokerTec, EBS, futures, options on futures, spreads and outrights - on an underlying asset or related index or related future.
Instruments are the individual traded and/or cleared records.
Information in RDW includes:
Contract specifications
Product codes and symbols for all CME Group venues
Trade and order type eligibility
Instrument life cycle dates including first and last trade date, all notice dates, delivery dates and settlement dates.
RDW is not a real-time service; data is updated once a day every evening. For real-time information, please rely on the Reference Data API or MDP 3.0 Security Definition messages.
User-Defined Spreads are not currently available in RDW.
For complete details regarding Google Cloud Services, including BigQuery and Analytics Hub, please refer to:
Analytics Hub:
BigQuery:
Contents
Revision History
Date | Event |
|---|---|
June 14, 2023 | Initial publication |
Key Events and Dates
Date | Event |
|---|---|
June 14, 2023 | Launch |
Certification
Certification for RDW on Google Cloud is not required.
Onboarding
Access CME Group data products on Google Cloud through any BigQuery discovery service, including Analytics Hub.
Access Datasets
The following steps are required for onboarding and entitlements to the RDW on Google Cloud dataset in BigQuery:
Confirm/Obtain your CME Group Login ID. See additional information about creating a CME Group Login account as needed.
Confirm/Obtain your Google Cloud account and Project. Navigate to cloud.google.com to login.
From your Google Account, select the Google Cloud menu , then navigate to BigQuery > AnalyticsHub.
Select Search Listings.
Enter "CME Group" and select from the following datasets. Each dataset has two versions - one for the New Release records ("Data Exchange : CMEGroup Reference Data - UT") and one for the Production records ("Data Exchange : CMEGroup Reference Data"). Please ensure you select the correct dataset for your desired environment.
Reference Data Warehouse Futures and Options on Futures
Reference Data Warehouse BrokerTec
Reference Data Warehouse EBS
Examples:
Select Request Access to begin the licensing workflow to fill out the Schedule 6 and share your Google account to gain access.
RDW Datasets and Tables
The RDW Datasets and Tables provide comprehensive referential product data for historical analytics and modeling.
Records from both the New Release customer testing environment and the Production environment are offered.
Product Overview
Dataset | Table | Description | Environment |
|---|---|---|---|
Reference Data Warehouse BrokerTec - UT | v_product_btec | Product-level referential data, including product codes, default ticks, and other attributes defined at the product level. | New Release |
v_instrument_btec | Instrument-level referential data, including symbol, tick, instrument lifecycle dates, and other attributes defined at the instrument level. | New Release | |
Reference Data Warehouse EBS - UT | v_product_ebs | Product-level referential data, including product codes, default ticks, and other attributes defined at the product level. | New Release |
v_instrument_ebs | Instrument-level referential data, including symbol, tick, instrument lifecycle dates, and other attributes defined at the instrument level. | New Release | |
Reference Data Warehouse Futures and Options on Futures - UT | v_product_fno | Product-level referential data, including product codes, default ticks, and other attributes defined at the product level. | New Release |
v_instrument_fno | Instrument-level referential data, including symbol, tick, instrument lifecycle dates, and other attributes defined at the instrument level. | New Release | |
v_option_series_fno | Option series referential data, with attributes defined at the option series level. | New Release | |
v_product_spec_fno | JSon attributes used to populate the product specification pages on cmegroup.com | New Release | |
Reference Data Warehouse BrokerTec | v_product_btec | Product-level referential data, including product codes, default ticks, and other attributes defined at the product level. | Production |
v_instrument_btec | Instrument-level referential data, including symbol, tick, instrument lifecycle dates, and other attributes defined at the instrument level. | Production | |
Reference Data Warehouse EBS | v_product_ebs | Product-level referential data, including product codes, default ticks, and other attributes defined at the product level. | Production |
v_instrument_ebs | Instrument-level referential data, including symbol, tick, instrument lifecycle dates, and other attributes defined at the instrument level. | Production | |
Reference Data Warehouse Futures and Options on Futures | v_product_fno | Product-level referential data, including product codes, default ticks, and other attributes defined at the product level. | Production |
v_instrument_fno | Instrument-level referential data, including symbol, tick, instrument lifecycle dates, and other attributes defined at the instrument level. | Production | |
v_option_series_fno | Option series referential data, with attributes defined at the option series level. | Production | |
v_product_spec_fno | JSon attributes used to populate the product specification pages on cmegroup.com | Production |
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