CME Historical Market Data Just As Received On The Wire

Redline provides years of CME historical market data MDP 3.0 packets, plus recording and reply services and tools to help you perform strategy backtesting, application testing, and trade compliance verification


Features

  • Precise arrival time and sequence of ticks recorded at CME co-located trading server for a time-accurate replay of the trading day for backtesting, forensic analysis or market events, and latency trend analysis. GPS PTP used for accurate time-stamping.


  • Inject raw packet data into your trading applications without the need to program separate tools and test for application validation and regression testing.


  • Expand research trading history by having access to all .pcap files that are recorded as received without information loss.


  • CME Instrument lines and CME Snapshot lines included in recordings.

 

Speak to a Redline expert to learn more & schedule a demo.

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How It Works


RECORDING

InRush™ Ticker Plant can be configured to record data from multiple markets simultaneously on a single server. Data received from the ticker plant is captured to disk on a per exchange basis, in compressed .pcap format that preserves the original packing from the source exchange. All subscribed exchanges for a trading application can be captured on the same server, enabling nanosecond-level time stamping at packet arrival time from a single highly accurate GPS clock source. This ensures that the data will be accurately replayed to reflect the identical arrival sequence for the co-location center where the recording server is located.


ARCHIVING

We record market data on a daily basis at key co-lo facilities and send this data to Redline’s data cloud in near real time. Redline’s Recording Service can keep the data for which you are entitled readily available on fast drives for the required period of time. Various archiving techniques may be employed to meet specific customer requirements.


REPLAY

This data, stored in files, can then be replayed by the InRush ticker plant’s .pcap injection utility. It can also be replayed over the network with tools such as tcpreplay or inspected with Wireshark. InRush, when configured in replay mode, can replay one or multiple exchanges simultaneously while merging them in a single time series such that the replay sequence of the messages exactly matches the arrival sequence at the network adapter at recording time. This feature lets users re-create complex scenarios such as consolidated book or user-defined synthetic BBO calculations. Replay speed is a configurable option limited only by the read speed of the storage subsystem employed.


Delivery Options


HISTORICAL DATA STORED IN THE CLOUD

Redline can make available to you the data we have recorded at key co-location centers, either as a one-time purchase or as an ongoing subscription. Contact the Redline Sales team for details on the duration of history we have recorded for each supported venue. We can make this data available for download over the Internet or we can ship bulk data using hard disks, so let us know your specific delivery requirements.


RECORDING SERVICE

Another choice is to let us record your data for you. The Redline Managed Service team can set up the necessary infrastructure, manage data recording, and archive the raw packet data locally or remotely in storage dedicated to you. Our monitoring service performs data integrity checks and provides user support.


RECORDING & REPLAY TOOLS

A third choice is to do it all yourself, using Redline’s tools to record and play back your raw market data arriving at your servers in your co-location centers.


Supported CME Channels

CME CHANNELS

CME Globex Equity Futures (310)
CME Globex Equity Options (311)
CME Globex Interest Rate Futures (312)
CME Globex Interest Rate Options (313)
CME Globex FX Futures (314)
CME Globex FX Options (315)
CME Globex Commodity Futures (316)
CME Globex Commodity Options (317)
CME Globex Equity Futures (318)
CME Globex Equity Options (319)
CME Globex FX Futures II (320)
CME Globex FX Futures II (321)


COMEX CHANNELS

COMEX Globex Futures (360)
COMEX Globex Options (361)

NYMEX CHANNELS

NYMEX Emissions Futures (380)
NYMEX Emissions Options (381)
NYMEX Crude Futures (382)
NYMEX Crude Options (383)
NYMEX Metals & Softs Futures (384)
NYMEX Metals & Softs Options (385)
NYMEX Nat Gas / Non Crude Energy Futures (386)
NYMEX Nat Gas / Non Crude Energy Options (387)

CBOT CHANNELS

CBOT Commodity Futures (340)
CBOT Commodity Options (341)
CBOT Equity Index Futures (342)
CBOT Equity Index Options (343)
CBOT Interest Rate Futures (344)
CBOT Interest Rate Options (345)
CBOT Commodity Futures II (346)
CBOT Globex Interest Rate Futures II (348)


LOOKING FOR OTHER VENUES?

We support many more additional exchanges to which you subscribe. Contact us for more information.

 Have questions or ready to get started?

Speak to a Redline expert.