Bloomberg Roll Select Commodity Index Futures

Futures

Since 2010-06-06 UTC

CME

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FROM THIS DATASET
CME Globex MDP 3.0
->
4,748 products
Publisher
Chicago Mercantile Exchange (CME)
Venue
CME, CBOT, NYMEX, COMEX
Asset class
Futures, Options on futures
Region
North America
Breadth of coverage
4,748 products
Data category
Raw market data, Reference data
Date added
2010-06-06UTC
Origin
Directly captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP. Data prior to 2017-05-21 is retrieved from FIX flat files and does not have capture timestamps
Schemas
MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status
Encodings
DBN, CSV, JSON