WebThe CME file extension indicates to your device which app can open the file. However, different programs may use the CME file type for different types of data. While we do not yet describe the CME file format and its common uses, we do know which programs are … WebTop of Book - BBO. Designed for those looking to better understand CME Globex liquidity, Top-of-Book contains all top bid, bid size, top ask, ask size, last trade, trade volume, and time-stamp data for CME Globex-traded products. This dataset includes best bids and … No, our PCAP files are produced from CME Globex Market Data Platform FIX/FAST … CME Smart Stream on GCP. With CME Smart Stream on Google Cloud Platform …
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WebNYMEX Real-Time Depth of Book (L2) 3, 10 (Real-Time, Depth of Book (L2)) USA: ... Contains the best bidding/selling rates (top of book quotes) for CBOT, CME, COMEX and NYMEX; ... (AMEX/CTA) Top of Book (L1)” enables customers to use smart routing for AMEX and ARCA listed shares. WebCME Real-Time Depth of Book (L2) 3: USD 11.00 14: USD 123.00 10: CME Real-Time Top of Book (L1) USD 1.25 14: N/A: CME S&P Indexes: USD 5.00: USD 5.00: ... NYMEX Real-Time Top of Book (L1) USD 1.25 14: N/A: NYSE AMEX Options Depth of Book (L2) USD 11.50: USD 62.50: NYSE Arca Options Depth of Book (L2) USD 11.50: USD 62.50: holiday greetings for work colleagues
Top of Book - BBO - Electronic Platform Information …
WebDec 26, 2024 · So if you want (CME) futures (assuming you talk about ES or something) you have to buy CME Real-Time Top of Book (L1) for $1.25. And if you want equity options you have to buy OPRA Top of Book (L1) (US Option Exchanges) for $1.50 (note that's the same for PRO). #2 Dec 26, 2024. Share. mervyn. WebFeb 3, 2009 · Market Depth files provide all market data messages required to recreate the order book: five to ten orders deep in futures markets and three orders deep in options markets, as well as trade data for all CME Globex-traded products. Market Depth data is available tick-by-tick, time stamped to the millisecond, and is available in FIX and RLC … WebFeb 7, 2024 · Cboe DataShop is a one-stop, e-commerce site for market data. Data sets are derived from multiple trading venues and asset classes, and are packaged for easy download. One-time and subscription downloads are available. DataShop is part of the … holiday greetings for direct reports