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.
Contents
- Block Trades
- End of Market Summary
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
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 |
Sample Files
In order to obtain a sample PCAP file you must set up an s3 account and then contact CME Group's Data Sales team @CMEDataSales@cmegroup.com. You can find instruction on how to entitle your s3 account to DataMine data here.
Layout Guides
View layout guides and message specifications for the following market data formats.
CME MDP 3.0 (Current Production Format)
The CME Group Market Data Platform (MDP) disseminates event-based bid, ask, trade, and statistical data for CME Group markets and also provides recovery and support services for market data processing. Click below to access layout guide.
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