Tag Archives: decoder

CME futures historical data FIX decoder?

CME futures historical data FIX decoder?

Anyone know about this data? It looks like a lot of it is not current which is expected.

http://www.cmegroup.com/market-data/datamine-historical-data.html

Not only that, there is a SDK to decode this FIX format.

http://www.fixtradingcommunity.org/pg/discussions/topicpost/169643/cme-fastfix-decoder

http://pages.cmegroup.com/fix-fast-decoder-inquiry-disclaimer.html

UGH..there needs to be a better way for historical futures data.

Quandl Futures data:

https://www.quandl.com/data/SCF/pricing?license=15&step=2

 

Product: Stevens Continuous Futures ($100/month)
All subscriptions include
  • Unlimited access to all datasets in this database, including all history and updates.
  • The ability to batch download the whole database in one call.
  • Access via the Quandl API and all Quandl conduits (Web, Excel, R, Python, Matlab and more).
  • Instant activation; any-time cancellation; unlimited support.

IQFeed may have best fees:

http://www.iqfeed.net/index.cfm?displayaction=data§ion=fees

CME (what’s this?)

  • Financial Futures (S&P 500 Index, Nasdaq 100 Index, Eurodollar, Currencies, Forex, etc)
  • Full Sized Electronic and Pit traded livestock Contracts (Hogs,Cattle, etc)
  • All Contracts from CME Mini and CME Globex
  • Lumber
  • Dairy (Milk, Cheese, Butter)
  • Cooling (CDD) and Heating Degree Days (HDD)
  • Home Price Index
$91.00 $91.00

 

COMEX (what’s this?)Access to real time Level I commodity futures and options data from the COMEX, including both electronic and pit traded contracts.
Popular Contracts Include:

  • Precious Metals (Gold, Silver, Copper)
  • All Contracts from COMEX Globex
$91.00 $91.00

 

NYMEX miNY Contracts (what’s this?)

  • Mini Crude Oil
  • Mini Natural Gas
  • Mini Heating Oil
  • Mini RBOB Gas
$36.00 $36.00

 

IQFeed RT US Futures and Futures Options $20/month*
IQFeed Level II: $20/month*

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