Chicago Mercantile Exchange (CME)
The Chicago Mercantile Exchange (CME) is one of the world’s largest futures exchanges and list futures and futures options for a wide array of products. Below are the CME market data packages that are offered:
E-mini Equity Package and E-mini Market Depth
This market data package provides trade data and inside bid and ask data, as well as up to four additional levels of bid and ask data for the following set of electronically traded futures and futures options:
Description Symbol
E-mini Nasdaq Biotechnology Stock Index BIO
E-mini Euro FX E7
E-mini MidCap 400 EMD
E-mini S&P 500 ES
E-mini Japanese Yen J7
E-mini Nasdaq 100 NQ
E-mini Nasdaq Composite Index QCN
E-mini S&P SmallCap 600 SMC
CME Exchange and CME Market Depth
This market data package provides the following: (Note: This includes the E-mini Equity Package and Globex)

  • Trade data for all pit-traded and electronically traded CME futures and futures options
  • Inside bid and ask data for all pit-traded and electronically traded CME futures and futures options
  • Up to four additional levels of bid and ask data for all electronically traded CME futures and futures options

Some of the commonly quoted CME markets are as follows:

Description Symbol
Livestock
Feeder Cattle FC
Live Cattle LC
Lean Hogs LH
Equity Indices:
S&P MidCap 400 MD
Nasdaq 100 ND
Nikkei 225 (Yen) NIY
Nikkei 225 (US) NK
S&P 500 SP
Currencies:
AUD / USD AD
GBP / USD BP
CAD / USD CD
EUR / USD EC
JPY / USD JY
NZD / USD NE1
EUR / GBP RP
CHF / USD SF
Interest Rates:
Eurodollar ED
13 week T-Bill TB