Packet Capture Dataset
Market Data Packet Captures (PCAP) are the complete historical raw data feeds on all channels for both futures and options from the channels' MBO release. The Settlements and Valuations channel is a new channel available in PCAP format.
Dates Available
Packet Capture data is available on four exchanges from January 2017 to present and all files are in FIX format. For the availability of each Channel please reference the FAQs below.
Please note that CME Term SOFR will not be available on Channel 312 after January 8th.
By Exchange
Exchange | Open Date | Close Date |
|---|---|---|
CME (Electronic) | 5/13/2017 | Present |
CBOT (Electronic) | 4/1/2017 | Present |
NYMEX (Electronic) | 1/7/2017 | Present |
COMEX (Electronic) | 1/7/2017 | Present |
Security Definition Files
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