/
CME Market Data Over WebSocket API

CME Market Data Over WebSocket API

With CME Market Data Over WebSocket API, clients can access easy-to-use real-time CME Group market data feeds. CME Market Data Over WebSocket API supports JavaScript Object Notation (JSON) format. The service provides an easy, low-cost, and highly scalable format to drive trading analysis, risk management, or distribution. Data available in this universal format includes top of book information, trade execution, and product statistics including settlement, total daily volume, and open interest. CME Market Data Over WebSocket API is a service powered by Google Cloud for market data distribution. 

Contents

Product Offerings

CME Market Data Over WebSocket API supports CME Globex sourced futures and options products from the following Designated Contract Markets (DCM):

  • CME

  • CBOT

  • COMEX

  • NYMEX

  • GME

Supported Market Data

The following market data types are available via Google Cloud WebSocket feed:

  • Top of Book Topic - Provides a 1-deep Market by Price (MBP) book for an instrument

  • Market Stats Topic - Includes Open Interest, Settlement and Traded Volume

  • Trade Information Topic - Provides trade updates for an instrument

  • Session Management

Onboarding and Entitlements

Client Onboarding / Authorization and Entitlement

A registered OAuth API ID is required to access the CME Market Data Over WebSocket API services. API IDs for CME Group Logins are created and managed in the CME Customer Center - My Profile menu. Client API IDs must also be entitled prior to accessing CME APIs.

New clients should consult the CME Group Login registration process page for more information.

Complete the step(s) that are applicable to your account:

New Clients

Clients with Existing CME Group Logins

New Clients

Clients with Existing CME Group Logins

  1. Create a CME Group Login with multi-factor authentication.

  2. After creating and activating a CME Group Login ID, login to CME Customer Center under My Profile and create an OAuth API ID.

  3. Client API IDs must be entitled. To request access to the CME APIs, contact Global Account Management (GAM).

  1. Login to CME Customer Center and under My Profile create an OAuth API ID.

  2. Client API IDs must be entitled. To request access to the CME APIs, contact Global Account Management (GAM).

Accessing CME Market Data over WebSocket API

To access CME Market Data Over WebSocket API, an OAuth API ID and access token are required. Client systems are allowed to use any API tool of their choice to request and refresh access tokens to access order entry Endpoints using the OAuth protocol.  Endpoints are used by client applications to communicate with the OAuth Authorization Server to request and refresh access tokens.  Additional information on on OAuth 2.0 adoption can be found in the Client API Service Adoption using OAuth 2.0 Protocol documentation.

OAuth 2.0 Authorization Server Access Token Retrieval Endpoints

The below Endpoints are available to request and refresh access tokens.