1

Trade Date

1

8

8

YYYYMMDD- Day the trade or quote was entered

2

Trade Time

9

14

6

HHMMSS- Time the trade or quote was entered in the system

3

Trade Sequence Number

15

22

8

######## - sequence the quote or trade was entered into the

system

4

Session Indicator

23

23

1

(R/E) Indicates the Regular (PIT) or Electronic (GLOBEX) trading

session

5

Ticker Symbol

24

26

3

The product code

6

FOI Indicator

27

27

1

Futures (F) / Options (O) - Indicates the type of market data

7

Delivery Date

28

31

4

(YYMM) Indicates the month the contract expires

8

Trade Quantity

32

36

5

Number of contracts available for trade or traded

9

Strike Price

37

43

7

The strike or exercise price of the option, if applicable

10

Strike Price Decimal Locator

44

44

1

Decimal place indicator for strike price

11

Trade Price

45

51

7

Indicates actual price traded

12

Trade Price Decimal Locator

52

52

1

Decimal place indicator for traded price

13

Ask/Bid Type

53

53

1

Indicates for Bids (B) / Offers (A)

14

Indicative Quote Type

54

54

1

Indicative Market Quotes ( I )

15

Market Quote

55

55

1

Indicator for Market Quotes ( M )

16

Close/Open Type

56

56

1

Indicator for Open ( O ) / Close ( C )

17

Valid Open Exception

57

58

2

Indicator for Special Open ( O )

18

Post Close

59

59

1

Indicator for prices traded after the market close ( P )

19

Cancel Code Type

60

60

1

Indicator for canceled prices ( X )

20

Insert Code Type

61

61

1

Indicator for  Inserted prices ( I )

21

Fast/Late Indicator

62

62

1

Indicator for Fast/Late Market ( F )

22

Cabinet Indicator

63

63

1

Indicator for cabinet trades ( $ )

23

Book Indicator

64

64

1

Indicator for Book quotes ( B )

24

Entry Date

65

70

6

YYMMDD - Entry date of trade

1

Transaction_Date

YYYY-MM-DD- Day the trade or quote was entered

2025-02-04

2

Transaction_Time

YYYY-MM-DDTHH:MM:SS.#########Z- Time the trade or quote was entered in the system to the nano

2025-02-04T23:00:00.077137591Z

3

Sequence_Number

######## - sequence the quote or trade was entered into the system

1511809

4

Ticker_Symbol

The globex product code

NQ

5

Instrument_Symbol

Globex Contract / Instrument Code

NQM5

6

Security_ID

######## - Globex Security ID, joinable to CME Group Reference Data

42400089

7

Future_Option_Index_Indicator

Futures (FUT) / Options (OPT) - Indicates the type of market data

FUT or OPT

8

Delivery_Date

(YYYYMM) Indicates the year and month the contract expires

202506

9

Put_Call_Indicator

Call (C) or Put (P) - Indicates the option type, where applicable for options

C or P

10

Strike_Price

###### - Indicates the option strike price, where applicable for options

23550

11

Market_Data_Report_Type

Indicates an order entry (OBS) trade entry (TRD), or volume record from implied orders (VOL)

OBS, TRD, or VOL

12

Ask_Level_1_Price

Top of book (level 1) clearing ask price

109700

13

Ask_Level_1_Price_Formatted

Top of book (level 1) formatted ask price using globex display factor

1097.00

14

Ask_Level_1_Quantity

Number of ask contracts available for trade

2

15

Ask_Level_1_Order_Count

Number of ask orders at level

1

16

Bid_Level_1_Price

Top of book (level 1) clearing bid price

103900

17

Bid_Level_1_Price_Formatted

Top of book (level 1) formatted bid price using globex display factor

1039.00

18

Bid_Level_1_Quantity

Number of bid contracts available for trade

2

19

Bid_Level_1_Order_Count

Number of bid orders at level

1

20

Close_Open_Type

Indicator for Open (O) trades, always null on orders.

O or null

21

Implied_Book_Indicator

If implied book order, yes (Y) or no (N)

N or Y

22

User_Defined

Exchange-defined (H) vs. user-defined (U) contract

H or U

23

Exchange

CME Group exchange ordered / traded on

XCBT=Chicago Board of Trade

XCME=Chicago Mercantile Exchange

XNYM=New York Mercantile Exchange

XCEC= COMEX (Commodities Exchange Center)

XCME