Product roadmap

Exchange fees, e.g. clearing, rebates, etc. (e.g. for CME Group and Eurex) Also in parallel, a similar dataset that's useful would be historical borrow costs.

Currently, indices are indirectly supported through tradable index instruments on CME futures, ETFs, etc. and we don't provide the index values (non-tradable) themselves. This may be sourced from a feed like the Cboe Global Indices Feed or NYSE Global Index Feed.

This feature would allow the user to request trading calendar information (such as trading session start/end times) via our API. This is especially useful when considering trading sessions that can span multiple UTC dates (and hence the possibility of having multiple trading sessions within a single day)

Full depth of book feed for Cboe Futures Exchange (CFE). CFE contains volatility futures and corporate bond index futures, such as VIX futures (VX, VXM).

To extend support to browser-based applications.

Data for Eurex, including all schemas (MBO, MBP, ohlcv, etc.).

For options, including in the CME and OPRA datasets, the existing MBP-1 schema can have significant record volume despite the instruments being extremely illiquid. In practice, there are several orders of magnitude more MBP-1 records than trades, which is unwieldy to work with. We're introducing a new schema to resolve this. BBO on interval (bbo-1s, bbo-1m) will provide the last best bid, best offer, and sale at 1-second or 1-minute intervals. This is different from BBO on trade (tbbo), which is a subset of our MBP-1 schema and provides every trade event alongside the BBO immediately before the effect of each trade. The main distinction is that TBBO is captured in trade space, while BBO is captured in time space. Learn more in our MBP-1 vs. TBBO vs. BBO schemas guide. Update: The BBO schema will be supported for all symbols on all datasets, not only options. This description focuses on options as that's where the benefit would be maximized (since options have much larger order-to-trade ratios). We'll roll this out for CME first, followed by equities and ICE, and then OPRA.

Currently, n and v continuous symbology is supported in historical data but not live data. Live data only supports c (calendar-based) continuous symbology, which is less useful.

Via streamlined SBE.

Makes all of our historical and live features easier to integrate in JavaScript.

How can i sign the contract? May i have to print it and send it back?

Id like to decompress my Bulk MBT (Micro Bitcoin futures) Trades file. I have 318 files that I need to decompress so I can backtest

Allow for a start parameter to be specified for a Live subscription after the streaming session has started. This would allow for intraday replay to be used for new symbol subscriptions with an existing session.

Currently, we only have BBO data on intervals. It would be great if we could also get interval based snapshots of deeper levels in the orderbook.

Historical and real-time u.s. equity trading data. Level 1 and level 2 data. Ideally, it would be the raw data directly from exchange.