Real-Time Futures and Options Data API

Real-time market data via a cloud-hosted WebSocket API

Get cost-effective data access to your products of choice

Stream real-time futures and options data for top-of-book prices, trade information and market statistics straight from the cloud into your system via the CME Group WebSocket API. Data is delivered in a JSON format for easy integration into trading, risk or distribution systems.

Platform-agnostic API

Get a cloud-hosted API, delivering JSON-formatted data to the environment of your choice.

Low cost data from the source

Enjoy cost-effective, reliable data connectivity directly from the source. Only pay for the data you consume.

Easy to use

Access flexible, scalable real-time data with easy onboarding and fast time to market.

Fast access to the data you need

Connect to all or just one CME Group product without parsing unneeded data. Top of book messages are conflated to optimize bandwidth (500ms).


About the data

Access the industry’s most robust datasets drawn from our global benchmark markets.

Pricing

$23/GB billed monthly plus additional ILA fees. Gigabyte usage may vary based on product and data type consumed.

Data across all major asset classes:

  • Interest Rates
  • Equity Indices
  • Cryptocurrency
  • Agriculture
  • Energy
  • Precious Metals
  • Foreign Exchange

In the following market data types:

  • Trades
  • Top of book
  • Daily statistics (cleared volume, open interest, settlement price)

Leverage filters to manage cost and improve performance by significantly reducing data usage. 

Filters available include:

  • Period Code: Filter your market data subscriptions to specific underlying futures contract month(s).
  • Spread Report Type: Subscribe only to outrights and/or spreads based on business needs.

Supplement your WebSocket API with the following complementary APIs:

Case Study

Kaiko

Learn how Kaiko used CME Group WebSocket API to optomize access to Crypto data.

"CME Group occupies a central role as a top derivatives marketplace, rendering its data essential to our comprehensive offering. Broadening our coverage helps us cater to the growing demand among financial institutions for high-quality data from one of the largest derivatives exchange in the industry."


Ambre Soubiran - CEO of Kaiko

Contact a Data expert

Connect with a member of our team to access Real-Time Futures and Options Data API.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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